UNITED STATES
SECURITIES AND EXCHANGE COMMISSION WASHINGTON, DC 20549 FORM NPORT-P Monthly Portfolio Investments Report |
NPORT-P: Filer Information
Confidential | ![]() |
Filer CIK | 0001081400 |
Filer CCC |
********
|
Filer Investment Company Type | |
Is this a LIVE or TEST Filing? | ![]() ![]() |
Would you like a Return Copy? | ![]() |
Is this an electronic copy of an official filing submitted in paper format? | ![]() |
Submission Contact Information
Name | |
Phone | |
E-Mail Address |
Notification Information
Notify via Filing Website only? | ![]() |
Series ID | S000063608 |
Class (Contract) ID | C000206058 |
Class (Contract) ID | C000206057 |
NPORT-P: Part A: General Information
Item A.1. Information about the Registrant.
a. Name of Registrant | ALLSPRING FUNDS TRUST |
b. Investment Company Act file number for Registrant: (e.g., 811-______) | 811-09253 |
c. CIK number of Registrant | 0001081400 |
d. LEI of Registrant | 549300XROIY0CTN7RZ24 |
Street Address 1 | 1415 Vantage Park Drive |
Street Address 2 | 3rd Floor |
City | Charlotte |
State, if applicable | |
Foreign country, if applicable | |
Zip / Postal Code | 28203 |
Telephone number | 833-568-4255 |
Item A.2. Information about the Series.
a. Name of Series. | Allspring Alternative Risk Premia Fund |
b. EDGAR series identifier (if any). | S000063608 |
c. LEI of Series. | 54930083MXJPKNFMUK49 |
Item A.3. Reporting period.
a. Date of fiscal year-end. | 2024-06-30 |
b. Date as of which information is reported. | 2024-03-31 |
Item A.4. Final filing
Does the Fund anticipate that this will be its final filing on Form N PORT? | ![]() ![]() |
NPORT-P: Part B: Information About the Fund
Report the following information for the Fund and its consolidated subsidiaries. |
Item B.1. Assets and liabilities. Report amounts in U.S. dollars.
a. Total assets, including assets attributable to miscellaneous securities reported in Part D. | 125194280.00 |
b. Total liabilities. | 3285732.55 |
c. Net assets. | 121908547.45 |
Item B.2. Certain assets and liabilities. Report amounts in U.S. dollars.
a. Assets attributable to miscellaneous securities reported in Part D. | 0.00000000 |
b. Assets invested in a Controlled Foreign Corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities. | 5369043.20000000 |
c. Borrowings attributable to amounts payable for notes payable, bonds, and similar debt, as reported pursuant to rule 6-04(13)(a) of Regulation S-X [17 CFR 210.6-04(13)(a)].
Amounts payable within one year. | |
Banks or other financial institutions for borrowings. | 0.00000000 |
Controlled companies. | 0.00000000 |
Other affiliates. | 0.00000000 |
Others. | 0.00000000 |
Amounts payable after one year. | |
Banks or other financial institutions for borrowings. | 0.00000000 |
Controlled companies. | 0.00000000 |
Other affiliates. | 0.00000000 |
Others. | 0.00000000 |
d. Payables for investments purchased either (i) on a delayed delivery, when-issued, or other firm commitment basis, or (ii) on a standby commitment basis.
(i) On a delayed delivery, when-issued, or other firm commitment basis: | 0.00000000 |
(ii) On a standby commitment basis: | 0.00000000 |
e. Liquidation preference of outstanding preferred stock issued by the Fund. | 0.00000000 |
f. Cash and cash equivalents not reported in Parts C and D. | 3014122.93000000 |
Item B.3. Portfolio level risk metrics.
If the average value of the Fund's debt securities positions for the previous three months, in the aggregate, exceeds 25% or more of the Fund's net asset value, provide:
Currency Metric: 1 | |
ISO Currency code |
Australia Dollar
|
a. Interest Rate Risk (DV01). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 1 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
Maturity period. | |
3 month. | -108.18000000 |
1 year. | 149.23000000 |
5 years. | 638.32000000 |
10 years. | 4318.15000000 |
30 years. | 42.94000000 |
b. Interest Rate Risk (DV100). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 100 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
Maturity period. | |
3 month. | -10831.22000000 |
1 year. | 14826.78000000 |
5 years. | 62681.41000000 |
10 years. | 411854.25000000 |
30 years. | 4291.70000000 |
Currency Metric: 2 | |
ISO Currency code |
Canada Dollar
|
a. Interest Rate Risk (DV01). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 1 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
Maturity period. | |
3 month. | -106.86000000 |
1 year. | 99.32000000 |
5 years. | 2888.24000000 |
10 years. | 4498.16000000 |
30 years. | 0.00000000 |
b. Interest Rate Risk (DV100). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 100 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
Maturity period. | |
3 month. | -10713.11000000 |
1 year. | 9868.40000000 |
5 years. | 284437.25000000 |
10 years. | 438542.63000000 |
30 years. | 0.00000000 |
Currency Metric: 3 | |
ISO Currency code |
Euro Member Countries
|
a. Interest Rate Risk (DV01). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 1 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
Maturity period. | |
3 month. | 180.13000000 |
1 year. | -66.37000000 |
5 years. | -1302.96000000 |
10 years. | -3698.86000000 |
30 years. | 0.00000000 |
b. Interest Rate Risk (DV100). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 100 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
Maturity period. | |
3 month. | 18021.13000000 |
1 year. | -6594.70000000 |
5 years. | -128773.91000000 |
10 years. | -357672.34000000 |
30 years. | 0.00000000 |
Currency Metric: 4 | |
ISO Currency code |
United States Dollar
|
a. Interest Rate Risk (DV01). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 1 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
Maturity period. | |
3 month. | -2707.16000000 |
1 year. | -590.15000000 |
5 years. | 4826.71000000 |
10 years. | 2522.68000000 |
30 years. | 0.00000000 |
b. Interest Rate Risk (DV100). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 100 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
Maturity period. | |
3 month. | -270136.73000000 |
1 year. | -59292.91000000 |
5 years. | 472626.50000000 |
10 years. | 249171.34000000 |
30 years. | 0.00000000 |
c. Credit Spread Risk (SDV01, CR01 or CS01). Provide the change in value of the portfolio resulting from a 1 basis point change in credit spreads where the shift is applied to the option adjusted spread, aggregated by investment grade and non-investment grade exposures, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
Investment grade. | |
Maturity period. | |
3 month. | 0.00000000 |
1 year. | 0.00000000 |
5 years. | 0.00000000 |
10 years. | 0.00000000 |
30 years. | 0.00000000 |
Non-Investment grade. | |
Maturity period. | |
3 month. | 0.00000000 |
1 year. | 0.00000000 |
5 years. | 0.00000000 |
10 years. | 0.00000000 |
30 years. | 0.00000000 |
For purposes of Item B.3., calculate value as the sum of the absolute values of:
(i) the value of each debt security,
(ii) the notional value of each swap, including, but not limited to, total return swaps, interest rate swaps, and credit default swaps, for which the underlying reference asset or assets are debt securities or an interest rate;
(iii) the notional value of each futures contract for which the underlying reference asset or assets are debt securities or an interest rate; and
(iv) the delta-adjusted notional value of any option for which the underlying reference asset is an asset described in clause (i),(ii), or (iii).
Report zero for maturities to which the Fund has no exposure. For exposures that fall between any of the listed maturities in (a) and (b), use linear interpolation to approximate exposure to each maturity listed above. For exposures outside of the range of maturities listed above, include those exposures in the nearest maturity.
Item B.4. Securities lending.
a. For each borrower in any securities lending transaction, provide the following information:
b. Did any securities lending counterparty provide any non-cash collateral? | ![]() ![]() |
Item B.5. Return information.
a. Monthly total returns of the Fund for each of the preceding three months. If the Fund is a Multiple Class Fund, report returns for each class. Such returns shall be calculated in accordance with the methodologies outlined in Item 26(b) (1) of Form N-1A, Instruction 13 to sub-Item 1 of Item 4 of Form N-2, or Item 26(b) (i) of Form N-3, as applicable.
Monthly Total Return Record: 1 | |
Monthly total returns of the Fund for each of the preceding three months – Month 1. | 3.38000000 |
Monthly total returns of the Fund for each of the preceding three months – Month 2. | 0.75000000 |
Monthly total returns of the Fund for each of the preceding three months – Month 3. | 2.00000000 |
b. Class identification number(s) (if any) of the Class(es) for which returns are reported. | C000206058 |
Monthly Total Return Record: 2 | |
Monthly total returns of the Fund for each of the preceding three months – Month 1. | 3.23000000 |
Monthly total returns of the Fund for each of the preceding three months – Month 2. | 0.88000000 |
Monthly total returns of the Fund for each of the preceding three months – Month 3. | 1.99000000 |
b. Class identification number(s) (if any) of the Class(es) for which returns are reported. | C000206057 |
c. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to derivatives for each of the following categories: commodity contracts, credit contracts, equity contracts, foreign exchange contracts, interest rate contracts, and other contracts. Within each such asset category, further report the same information for each of the following types of derivatives instrument: forward, future, option, swaption, swap, warrant, and other. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers.
Asset category. | Commodity Contracts |
Monthly net realized gain(loss) – Month 1 | -43919.94000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 328739.45000000 |
Monthly net realized gain(loss) – Month 2 | -50775.60000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | -12921.96000000 |
Monthly net realized gain(loss) – Month 3 | 54854.14000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 298796.21000000 |
Instrument type. | Future |
Monthly net realized gain(loss) – Month 1 | -43919.94000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 328739.45000000 |
Monthly net realized gain(loss) – Month 2 | -50775.60000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | -12921.96000000 |
Monthly net realized gain(loss) – Month 3 | 54854.14000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 298796.21000000 |
Asset category. | Equity Contracts |
Monthly net realized gain(loss) – Month 1 | 343725.83000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 110741.08000000 |
Monthly net realized gain(loss) – Month 2 | -33758.14000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 315219.77000000 |
Monthly net realized gain(loss) – Month 3 | 369654.86000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 573675.48000000 |
Instrument type. | Future |
Monthly net realized gain(loss) – Month 1 | -62086.14000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 153098.52000000 |
Monthly net realized gain(loss) – Month 2 | 3509.76000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 220338.15000000 |
Monthly net realized gain(loss) – Month 3 | 351712.19000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 109205.86000000 |
Instrument type. | Swap |
Monthly net realized gain(loss) – Month 1 | 405811.97000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | -42357.44000000 |
Monthly net realized gain(loss) – Month 2 | -37267.90000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 94881.62000000 |
Monthly net realized gain(loss) – Month 3 | 17942.67000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 464469.62000000 |
Asset category. | Foreign Exchange Contracts |
Monthly net realized gain(loss) – Month 1 | -46945.06000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 337522.63000000 |
Monthly net realized gain(loss) – Month 2 | 206800.04000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | -276207.47000000 |
Monthly net realized gain(loss) – Month 3 | -254215.74000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 829485.25000000 |
Instrument type. | Forward |
Monthly net realized gain(loss) – Month 1 | -46945.06000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 337522.63000000 |
Monthly net realized gain(loss) – Month 2 | 206800.04000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | -276207.47000000 |
Monthly net realized gain(loss) – Month 3 | -254215.74000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 829485.25000000 |
Asset category. | Interest Rate Contracts |
Monthly net realized gain(loss) – Month 1 | -113005.14000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 168985.81000000 |
Monthly net realized gain(loss) – Month 2 | -125488.40000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 149814.45000000 |
Monthly net realized gain(loss) – Month 3 | -20171.83000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | -160222.47000000 |
Instrument type. | Future |
Monthly net realized gain(loss) – Month 1 | -113005.14000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 168985.81000000 |
Monthly net realized gain(loss) – Month 2 | -125488.40000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 149814.45000000 |
Monthly net realized gain(loss) – Month 3 | -20171.83000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | -160222.47000000 |
d. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation
(or depreciation) attributable to investment other than derivatives. Report in U.S. dollars. Losses and depreciation shall
be reported as negative numbers.
Month 1
Monthly net realized gain(loss) – Month 1 | -1.06000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 1 | -1218.56000000 |
Monthly net realized gain(loss) – Month 2 | 0.05000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 2 | -7227.47000000 |
Monthly net realized gain(loss) – Month 3 | -0.04000000 |
Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 7749.23000000 |
Item B.6. Flow information.
Provide the aggregate dollar amounts for sales and redemptions/repurchases of Fund shares during each of the preceding three months. If shares of the Fund are held in omnibus accounts, for purposes of calculating the Fund's sales, redemptions, and repurchases, use net sales or redemptions/repurchases from such omnibus accounts. The amounts to be reported under this Item should be after any front-end sales load has been deducted and before any deferred or contingent deferred sales load or charge has been deducted. Shares sold shall include shares sold by the Fund to a registered unit investment trust. For mergers and other acquisitions, include in the value of shares sold any transaction in which the Fund acquired the assets of another investment company or of a personal holding company in exchange for its own shares. For liquidations, include in the value of shares redeemed any transaction in which the Fund liquidated all or part of its assets. Exchanges are defined as the redemption or repurchase of shares of one Fund or series and the investment of all or part of the proceeds in shares of another Fund or series in the same family of investment companies. |
Month 1 |
a. Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions). | 808.32000000 |
b. Total net asset value of shares sold in connection with reinvestments of dividends and distributions. | 0.00000000 |
c. Total net asset value of shares redeemed or repurchased, including exchanges. | 324154.37000000 |
Month 2 |
a. Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions). | 3888301.61000000 |
b. Total net asset value of shares sold in connection with reinvestments of dividends and distributions. | 0.00000000 |
c. Total net asset value of shares redeemed or repurchased, including exchanges. | 433320.06000000 |
Month 3 |
a. Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions). | 80034576.38000000 |
b. Total net asset value of shares sold in connection with reinvestments of dividends and distributions. | 0.00000000 |
c. Total net asset value of shares redeemed or repurchased, including exchanges. | 291235.44000000 |
Item B.7. Highly Liquid Investment Minimum information.
a. If applicable, provide the Fund's current Highly Liquid Investment Minimum. | |
b. If applicable, provide the number of days that the Fund's holdings in Highly Liquid Investments fell below the Fund's Highly Liquid Investment Minimum during the reporting period. | |
c. Did the Fund's Highly Liquid Investment Minimum change during the reporting period? | ![]() ![]() ![]() |
Item B.8. Derivatives Transactions.
For portfolio investments of open-end management investment companies, provide the percentage of the Fund's Highly Liquid Investments that it has segregated to cover or pledged to satisfy margin requirements in connection with derivatives transactions that are classified among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]:
(1) Moderately Liquid Investments | |
(2) Less Liquid Investments | |
(3) Illiquid Investments | |
Classification |
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). | Goldman Sachs International |
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. | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | PURCHASED USD / SOLD SEK |
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 | 24CIKBB1R5J |
Description of other unique identifier. | Trade Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 1.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
Sweden Krona
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 111692.94000000 |
Exchange rate. | 10.69802260 |
Percentage value compared to net assets of the Fund. | 0.091620269731 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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. | Goldman Sachs International |
LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
i. Amount and description of currency sold. |
Amount of currency sold. | 25075000.00000000 |
Description of currency sold. |
Sweden Krona
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 2455584.04000000 |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 111692.94000000 |
i. Amount and description of currency sold. |
Amount of currency sold. | 25075000.00000000 |
Description of currency sold. |
Sweden Krona
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 2455584.04000000 |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 111692.94000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | ICE Futures Europe - Financial Products Division |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
c. Title of the issue or description of the investment. | FTSE 100 IDX FUT JUN24 |
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 | BBG01H3GWH90 |
Description of other unique identifier. | Bloomberg Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 22.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
United Kingdom Pound
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 70446.11000000 |
Exchange rate. | 0.79229900 |
Percentage value compared to net assets of the Fund. | 0.057786030162 |
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. | ![]() ![]() ![]() |
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | ICE Futures Europe - Financial Products Division |
LEI (if any) of counterparty. | N/A |
d. For futures and forwards (other than forward foreign currency contracts), provide:
i. Payoff profile, selected from among the following (long, short). | Long |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | FTSE 100 Index Futures |
Index identifier, if any. | Z M4 Index |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
iii. Expiration date. | 2024-06-21 |
iv. Aggregate notional amount or contract value on trade date. | 1701545.62000000 |
ISO Currency Code. |
United Kingdom Pound
|
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 70446.11000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Goldman Sachs International |
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. | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | PURCHASED ZAR / SOLD USD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 24CIKBB1NMH |
Description of other unique identifier. | Trade Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 1.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
South Africa Rand
|
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. | -66252.07000000 |
Exchange rate. | 18.96086943 |
Percentage value compared to net assets of the Fund. | -0.05434571355 |
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. | ![]() ![]() ![]() |
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. |
SOUTH AFRICA
|
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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. | Goldman Sachs International |
LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
i. Amount and description of currency sold. |
Amount of currency sold. | 4098609.36000000 |
Description of currency sold. |
United States Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 76457000.00000000 |
Description of currency purchased. |
South Africa Rand
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -66252.07000000 |
i. Amount and description of currency sold. |
Amount of currency sold. | 4098609.36000000 |
Description of currency sold. |
United States Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 76457000.00000000 |
Description of currency purchased. |
South Africa Rand
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -66252.07000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | Chicago Mercantile Exchange |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | SNZ2OJLFK8MNNCLQOF39 |
c. Title of the issue or description of the investment. | NASDAQ 100 E-MINI JUN24 |
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 | BBG01FTN8451 |
Description of other unique identifier. | Bloomberg Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 3.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
United 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. | 10833.85000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.008886866611 |
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. | ![]() ![]() ![]() |
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | Chicago Mercantile Exchange |
LEI (if any) of counterparty. | SNZ2OJLFK8MNNCLQOF39 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
i. Payoff profile, selected from among the following (long, short). | Long |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | CME E-Mini NASDAQ 100 Index Futures |
Index identifier, if any. | NQM4 Index |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
iii. Expiration date. | 2024-06-21 |
iv. Aggregate notional amount or contract value on trade date. | 1097666.15000000 |
ISO Currency Code. |
United States Dollar
|
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 10833.85000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Goldman Sachs International |
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. | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | PURCHASED GBP / SOLD USD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 24CLKBB76BX |
Description of other unique identifier. | Trade Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 1.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
United Kingdom Pound
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -12242.87000000 |
Exchange rate. | 0.79223849 |
Percentage value compared to net assets of the Fund. | -0.01004266743 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED 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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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. | Goldman Sachs International |
LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
i. Amount and description of currency sold. |
Amount of currency sold. | 1434794.29000000 |
Description of currency sold. |
United States Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 1127000.00000000 |
Description of currency purchased. |
United Kingdom Pound
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -12242.87000000 |
i. Amount and description of currency sold. |
Amount of currency sold. | 1434794.29000000 |
Description of currency sold. |
United States Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 1127000.00000000 |
Description of currency purchased. |
United Kingdom Pound
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -12242.87000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | New York Mercantile Exchange |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 5493008GFNDTXFPHWI47 |
c. Title of the issue or description of the investment. | NATURAL GAS FUTR MAY24 |
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 | BBG0029FBY23 |
Description of other unique identifier. | Bloomberg Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 34.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -45301.58000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | -0.03716029839 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-commodity
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | New York Mercantile Exchange |
LEI (if any) of counterparty. | 5493008GFNDTXFPHWI47 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
i. Payoff profile, selected from among the following (long, short). | Long |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | NYMEX Henry Hub Natural Gas Futures |
Index identifier, if any. | NGK24 Comdty |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
iii. Expiration date. | 2024-04-26 |
iv. Aggregate notional amount or contract value on trade date. | 644721.58000000 |
ISO Currency Code. |
United States Dollar
|
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -45301.58000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | New York Mercantile Exchange |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 5493008GFNDTXFPHWI47 |
c. Title of the issue or description of the investment. | NY HARB ULSD FUT MAY24 |
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 | BBG00Y92LXD1 |
Description of other unique identifier. | Bloomberg Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 5.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -10361.55000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | -0.00849944504 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-commodity
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | New York Mercantile Exchange |
LEI (if any) of counterparty. | 5493008GFNDTXFPHWI47 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
i. Payoff profile, selected from among the following (long, short). | Long |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | NYMEX NY Harbor ULSD Futures |
Index identifier, if any. | HOK4 Comdty |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
iii. Expiration date. | 2024-04-30 |
iv. Aggregate notional amount or contract value on trade date. | 561128.55000000 |
ISO Currency Code. |
United States Dollar
|
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -10361.55000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | Chicago Mercantile Exchange |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | SNZ2OJLFK8MNNCLQOF39 |
c. Title of the issue or description of the investment. | S+P500 EMINI FUT JUN24 |
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 | BBG014X5M1R6 |
Description of other unique identifier. | Bloomberg Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 7.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 32013.28000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.026260078287 |
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. | ![]() ![]() ![]() |
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | Chicago Mercantile Exchange |
LEI (if any) of counterparty. | SNZ2OJLFK8MNNCLQOF39 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
i. Payoff profile, selected from among the following (long, short). | Long |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | CME E-Mini Standard & Poor's 500 Index Futures |
Index identifier, if any. | ESM4 Index |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
iii. Expiration date. | 2024-06-21 |
iv. Aggregate notional amount or contract value on trade date. | 1825961.72000000 |
ISO Currency Code. |
United States Dollar
|
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 32013.28000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | Chicago Board of Trade |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 549300EX04Q2QBFQTQ27 |
c. Title of the issue or description of the investment. | SOYBEAN FUTURE MAY24 |
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 | BBG013CZ7DK3 |
Description of other unique identifier. | Bloomberg Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 46.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 798.06000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.000654638265 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-commodity
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | Chicago Board of Trade |
LEI (if any) of counterparty. | 549300EX04Q2QBFQTQ27 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
i. Payoff profile, selected from among the following (long, short). | Long |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | CBOT Soybean Futures |
Index identifier, if any. | S K4 Comdty |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
iii. Expiration date. | 2024-05-14 |
iv. Aggregate notional amount or contract value on trade date. | 2739651.94000000 |
ISO Currency Code. |
United States Dollar
|
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 798.06000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Goldman Sachs International |
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. | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | PURCHASED BRL / SOLD USD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 24CIKBB1R58 |
Description of other unique identifier. | Trade Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 1.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
Brazil Real
|
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. | -7756.18000000 |
Exchange rate. | 5.02313260 |
Percentage value compared to net assets of the Fund. | -0.00636229383 |
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. | ![]() ![]() ![]() |
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. |
BRAZIL
|
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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. | Goldman Sachs International |
LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
i. Amount and description of currency sold. |
Amount of currency sold. | 1245828.21000000 |
Description of currency sold. |
United States Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 6219000.00000000 |
Description of currency purchased. |
Brazil Real
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -7756.18000000 |
i. Amount and description of currency sold. |
Amount of currency sold. | 1245828.21000000 |
Description of currency sold. |
United States Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 6219000.00000000 |
Description of currency purchased. |
Brazil Real
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -7756.18000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | Chicago Mercantile Exchange |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | SNZ2OJLFK8MNNCLQOF39 |
c. Title of the issue or description of the investment. | E-MINI RUSS 2000 JUN24 |
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 | BBG01FTN84J6 |
Description of other unique identifier. | Bloomberg Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 12.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 42256.08000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.034662114251 |
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. | ![]() ![]() ![]() |
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | Chicago Mercantile Exchange |
LEI (if any) of counterparty. | SNZ2OJLFK8MNNCLQOF39 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
i. Payoff profile, selected from among the following (long, short). | Long |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | CME E-mini Russell 2000 Index Futures |
Index identifier, if any. | RTYM4 Index |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
iii. Expiration date. | 2024-06-21 |
iv. Aggregate notional amount or contract value on trade date. | 1245283.92000000 |
ISO Currency Code. |
United States Dollar
|
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 42256.08000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | The Montreal Exchange / Bourse De Montreal |
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. | S+P/TSX 60 IX FUT JUN24 |
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 | BBG01H2T2100 |
Description of other unique identifier. | Bloomberg Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 11.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
Canada 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. | 31549.13000000 |
Exchange rate. | 1.35455000 |
Percentage value compared to net assets of the Fund. | 0.025879342064 |
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. | ![]() ![]() ![]() |
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. |
CANADA (FEDERAL LEVEL)
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | The Montreal Exchange / Bourse De Montreal |
LEI (if any) of counterparty. | N/A |
d. For futures and forwards (other than forward foreign currency contracts), provide:
i. Payoff profile, selected from among the following (long, short). | Long |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | Montreal Exchange S&P/TSX 60 Index Futures |
Index identifier, if any. | PTM4 Index |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
iii. Expiration date. | 2024-06-20 |
iv. Aggregate notional amount or contract value on trade date. | 2908345.13000000 |
ISO Currency Code. |
Canada Dollar
|
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 31549.13000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Goldman Sachs International |
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. | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | PURCHASED IDR / SOLD USD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 24CLKBB72VF |
Description of other unique identifier. | Trade Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 1.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
Indonesia Rupiah
|
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. | -68166.60000000 |
Exchange rate. | 15862.03125000 |
Percentage value compared to net assets of the Fund. | -0.05591617768 |
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. | ![]() ![]() ![]() |
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. |
INDONESIA
|
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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. | Goldman Sachs International |
LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
i. Amount and description of currency sold. |
Amount of currency sold. | 7948620.12000000 |
Description of currency sold. |
United States Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 125000000000.00000000 |
Description of currency purchased. |
Indonesia Rupiah
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -68166.60000000 |
i. Amount and description of currency sold. |
Amount of currency sold. | 7948620.12000000 |
Description of currency sold. |
United States Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 125000000000.00000000 |
Description of currency purchased. |
Indonesia Rupiah
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -68166.60000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Goldman Sachs International |
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. | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | PURCHASED USD / SOLD JPY |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 24CLKBB79RS |
Description of other unique identifier. | Trade Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 1.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
Japan Yen
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 18756.57000000 |
Exchange rate. | 151.01116521 |
Percentage value compared to net assets of the Fund. | 0.015385771049 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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. | Goldman Sachs International |
LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
i. Amount and description of currency sold. |
Amount of currency sold. | 172391000.00000000 |
Description of currency sold. |
Japan Yen
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 1160334.41000000 |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 18756.57000000 |
i. Amount and description of currency sold. |
Amount of currency sold. | 172391000.00000000 |
Description of currency sold. |
Japan Yen
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 1160334.41000000 |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 18756.57000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Goldman Sachs International |
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. | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | PURCHASED USD / SOLD EUR |
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 | 24CIKBB1R5D |
Description of other unique identifier. | Trade Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 1.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
Euro Member Countries
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 57818.33000000 |
Exchange rate. | 0.92639859 |
Percentage value compared to net assets of the Fund. | 0.047427626043 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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. | Goldman Sachs International |
LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
i. Amount and description of currency sold. |
Amount of currency sold. | 3548000.00000000 |
Description of currency sold. |
Euro Member Countries
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 3887703.26000000 |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 57818.33000000 |
i. Amount and description of currency sold. |
Amount of currency sold. | 3548000.00000000 |
Description of currency sold. |
Euro Member Countries
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 3887703.26000000 |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 57818.33000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | London Metal Exchange |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 213800NB8G5VRT1DXC91 |
c. Title of the issue or description of the investment. | LME PRI ALUM FUTR MAY24 |
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 | BBG005TVD0R4 |
Description of other unique identifier. | Bloomberg Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | -51.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -94447.11000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | -0.07747373910 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-commodity
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | London Metal Exchange |
LEI (if any) of counterparty. | 213800NB8G5VRT1DXC91 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
i. Payoff profile, selected from among the following (long, short). | Short |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | LME Primary Aluminum Futures |
Index identifier, if any. | LAK24 Comdty |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
iii. Expiration date. | 2024-05-13 |
iv. Aggregate notional amount or contract value on trade date. | -2864802.39000000 |
ISO Currency Code. |
United States Dollar
|
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -94447.11000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | London Metal Exchange |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 213800NB8G5VRT1DXC91 |
c. Title of the issue or description of the investment. | LME NICKEL FUTURE MAY24 |
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 | BBG00N2K0MF7 |
Description of other unique identifier. | Bloomberg Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | -13.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 83380.87000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.068396245992 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-commodity
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | London Metal Exchange |
LEI (if any) of counterparty. | 213800NB8G5VRT1DXC91 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
i. Payoff profile, selected from among the following (long, short). | Short |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | LME Nickel Futures |
Index identifier, if any. | LNK4 Comdty |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
iii. Expiration date. | 2024-05-13 |
iv. Aggregate notional amount or contract value on trade date. | -1383028.57000000 |
ISO Currency Code. |
United States Dollar
|
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 83380.87000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | Chicago Board of Trade |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 549300EX04Q2QBFQTQ27 |
c. Title of the issue or description of the investment. | CORN FUTURE MAY24 |
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 | BBG013Y41Z07 |
Description of other unique identifier. | Bloomberg Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | -69.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -25893.41000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | -0.02124002831 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-commodity
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | Chicago Board of Trade |
LEI (if any) of counterparty. | 549300EX04Q2QBFQTQ27 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
i. Payoff profile, selected from among the following (long, short). | Short |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | CBOT Corn Futures |
Index identifier, if any. | C K4 Comdty |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
iii. Expiration date. | 2024-05-14 |
iv. Aggregate notional amount or contract value on trade date. | -1499006.59000000 |
ISO Currency Code. |
United States Dollar
|
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -25893.41000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Goldman Sachs International |
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. | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | PURCHASED HUF / SOLD USD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 24CIKBB1NMD |
Description of other unique identifier. | Trade Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 1.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
Hungary Forint
|
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. | -16428.19000000 |
Exchange rate. | 365.38606739 |
Percentage value compared to net assets of the Fund. | -0.01347583114 |
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. | ![]() ![]() ![]() |
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. |
HUNGARY
|
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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. | Goldman Sachs International |
LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
i. Amount and description of currency sold. |
Amount of currency sold. | 3227798.59000000 |
Description of currency sold. |
United States Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 1173390000.00000000 |
Description of currency purchased. |
Hungary Forint
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -16428.19000000 |
i. Amount and description of currency sold. |
Amount of currency sold. | 3227798.59000000 |
Description of currency sold. |
United States Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 1173390000.00000000 |
Description of currency purchased. |
Hungary Forint
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -16428.19000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | ICE Futures U.S., Inc. |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 5493004R83R1LVX2IL36 |
c. Title of the issue or description of the investment. | MSCI EMGMKT JUN24 |
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 | BBG011JH1L28 |
Description of other unique identifier. | Bloomberg Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 30.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 3540.98000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.002904619958 |
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. | ![]() ![]() ![]() |
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | ICE Futures U.S., Inc. |
LEI (if any) of counterparty. | 5493004R83R1LVX2IL36 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
i. Payoff profile, selected from among the following (long, short). | Long |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | ICE U.S. MSCI Emerging Markets EM Index Futures |
Index identifier, if any. | MESM4 Index |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
iii. Expiration date. | 2024-06-21 |
iv. Aggregate notional amount or contract value on trade date. | 1569959.02000000 |
ISO Currency Code. |
United States Dollar
|
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 3540.98000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Commodities Exchange Center |
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. | GOLD 100 OZ FUTR JUN24 |
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 | BBG00L7YLKJ3 |
Description of other unique identifier. | Bloomberg Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | -32.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -209458.48000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | -0.17181607391 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-commodity
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | Commodities Exchange Center |
LEI (if any) of counterparty. | N/A |
d. For futures and forwards (other than forward foreign currency contracts), provide:
i. Payoff profile, selected from among the following (long, short). | Short |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | COMEX Gold 100 Troy Ounces Futures |
Index identifier, if any. | GCM4 Comdty |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
iii. Expiration date. | 2024-06-26 |
iv. Aggregate notional amount or contract value on trade date. | -6953421.52000000 |
ISO Currency Code. |
United States Dollar
|
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -209458.48000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Goldman Sachs International |
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. | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | PURCHASED USD / SOLD JPY |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 24CIKBB1R59 |
Description of other unique identifier. | Trade Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 1.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
Japan Yen
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 15877.45000000 |
Exchange rate. | 151.01116521 |
Percentage value compared to net assets of the Fund. | 0.013024066262 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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. | Goldman Sachs International |
LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
i. Amount and description of currency sold. |
Amount of currency sold. | 89233000.00000000 |
Description of currency sold. |
Japan Yen
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 606780.78000000 |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 15877.45000000 |
i. Amount and description of currency sold. |
Amount of currency sold. | 89233000.00000000 |
Description of currency sold. |
Japan Yen
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 606780.78000000 |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 15877.45000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Eurex Deutschland |
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. | 529900LN3S50JPU47S06 |
c. Title of the issue or description of the investment. | DAX INDEX FUTURE JUN24 |
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 | BBG014SLXZN4 |
Description of other unique identifier. | Bloomberg Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 3.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
Euro Member Countries
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 51706.46000000 |
Exchange rate. | 0.92691300 |
Percentage value compared to net assets of the Fund. | 0.042414138369 |
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. | ![]() ![]() ![]() |
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. |
GERMANY
|
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | Eurex Deutschland |
LEI (if any) of counterparty. | 529900LN3S50JPU47S06 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
i. Payoff profile, selected from among the following (long, short). | Long |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | Eurex DAX Index Futures |
Index identifier, if any. | GXM4 Index |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
iii. Expiration date. | 2024-06-21 |
iv. Aggregate notional amount or contract value on trade date. | 1360272.61000000 |
ISO Currency Code. |
Euro Member Countries
|
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 51706.46000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Goldman Sachs International |
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. | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | PURCHASED USD / SOLD NZD |
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 | 24CIKBB1NPM |
Description of other unique identifier. | Trade Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 1.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
New Zealand 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. | 244965.14000000 |
Exchange rate. | 1.67375758 |
Percentage value compared to net assets of the Fund. | 0.200941726502 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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. | Goldman Sachs International |
LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
i. Amount and description of currency sold. |
Amount of currency sold. | 13210000.00000000 |
Description of currency sold. |
New Zealand Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 8137386.42000000 |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 244965.14000000 |
i. Amount and description of currency sold. |
Amount of currency sold. | 13210000.00000000 |
Description of currency sold. |
New Zealand Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 8137386.42000000 |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 244965.14000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Goldman Sachs International |
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. | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | PURCHASED USD / SOLD CHF |
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 | 24CIKBB1NMG |
Description of other unique identifier. | Trade Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 1.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
Switzerland Franc
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 194828.32000000 |
Exchange rate. | 0.90045639 |
Percentage value compared to net assets of the Fund. | 0.159815143462 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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. | Goldman Sachs International |
LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
i. Amount and description of currency sold. |
Amount of currency sold. | 5759000.00000000 |
Description of currency sold. |
Switzerland Franc
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 6590473.97000000 |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 194828.32000000 |
i. Amount and description of currency sold. |
Amount of currency sold. | 5759000.00000000 |
Description of currency sold. |
Switzerland Franc
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 6590473.97000000 |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 194828.32000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Goldman Sachs International |
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. | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | PURCHASED USD / SOLD AUD |
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 | 24CIKBB1R5G |
Description of other unique identifier. | Trade Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 1.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
Australia 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. | 29517.26000000 |
Exchange rate. | 1.53395882 |
Percentage value compared to net assets of the Fund. | 0.024212625461 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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. | Goldman Sachs International |
LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
i. Amount and description of currency sold. |
Amount of currency sold. | 2776000.00000000 |
Description of currency sold. |
Australia Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 1839213.82000000 |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 29517.26000000 |
i. Amount and description of currency sold. |
Amount of currency sold. | 2776000.00000000 |
Description of currency sold. |
Australia Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 1839213.82000000 |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 29517.26000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | ICE Futures Europe |
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. | 549300UF4R84F48NCH34 |
c. Title of the issue or description of the investment. | LOW SU GASOIL G MAY24 |
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 | BBG00GPXN2D0 |
Description of other unique identifier. | Bloomberg Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 44.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -48715.72000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | -0.03996087314 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-commodity
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | ICE Futures Europe |
LEI (if any) of counterparty. | 549300UF4R84F48NCH34 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
i. Payoff profile, selected from among the following (long, short). | Long |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | ICE Gas Oil Futures |
Index identifier, if any. | QSK4 Comdty |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
iii. Expiration date. | 2024-05-10 |
iv. Aggregate notional amount or contract value on trade date. | 3603915.72000000 |
ISO Currency Code. |
United States Dollar
|
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -48715.72000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Goldman Sachs International |
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. | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | PURCHASED PLN / SOLD USD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 24CIKBB1NPS |
Description of other unique identifier. | Trade Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 1.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
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. | -20760.76000000 |
Exchange rate. | 3.99478782 |
Percentage value compared to net assets of the Fund. | -0.01702978210 |
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. | ![]() ![]() ![]() |
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. |
POLAND
|
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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. | Goldman Sachs International |
LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
i. Amount and description of currency sold. |
Amount of currency sold. | 1040589.64000000 |
Description of currency sold. |
United States Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 4074000.00000000 |
Description of currency purchased. |
Poland Zloty
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -20760.76000000 |
i. Amount and description of currency sold. |
Amount of currency sold. | 1040589.64000000 |
Description of currency sold. |
United States Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 4074000.00000000 |
Description of currency purchased. |
Poland Zloty
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -20760.76000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Commodities Exchange Center |
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. | SILVER FUTURE MAY24 |
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 | BBG018G34LB4 |
Description of other unique identifier. | Bloomberg Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | -11.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -19217.29000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | -0.01576369368 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-commodity
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | Commodities Exchange Center |
LEI (if any) of counterparty. | N/A |
d. For futures and forwards (other than forward foreign currency contracts), provide:
i. Payoff profile, selected from among the following (long, short). | Short |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | COMEX Silver Futures |
Index identifier, if any. | SIK4 Comdty |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
iii. Expiration date. | 2024-05-29 |
iv. Aggregate notional amount or contract value on trade date. | -1351162.71000000 |
ISO Currency Code. |
United States Dollar
|
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -19217.29000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | The Montreal Exchange / Bourse De Montreal |
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. | CAN 10YR BOND FUT JUN24 |
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 | BBG01H4BPNB2 |
Description of other unique identifier. | Bloomberg Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | -111.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
Canada 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. | -77311.17000000 |
Exchange rate. | 1.35455000 |
Percentage value compared to net assets of the Fund. | -0.06341734982 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-interest rate
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
CANADA (FEDERAL LEVEL)
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | The Montreal Exchange / Bourse De Montreal |
LEI (if any) of counterparty. | N/A |
d. For futures and forwards (other than forward foreign currency contracts), provide:
i. Payoff profile, selected from among the following (long, short). | Short |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | Montreal Exchange 10 Year Canadian Bond Futures |
Index identifier, if any. | CNM4 Comdty |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
iii. Expiration date. | 2024-06-19 |
iv. Aggregate notional amount or contract value on trade date. | -13253018.16000000 |
ISO Currency Code. |
Canada Dollar
|
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -77311.17000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | ASX Clear (Futures) |
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. | 549300ZD7BBOVZFVHK49 |
c. Title of the issue or description of the investment. | AUST 10Y BOND FUT JUN24 |
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 | BBG01KMKMSV5 |
Description of other unique identifier. | Bloomberg Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | -84.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
Australia 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. | -61489.33000000 |
Exchange rate. | 1.53456600 |
Percentage value compared to net assets of the Fund. | -0.05043889972 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-interest rate
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
AUSTRALIA
|
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | ASX Clear (Futures) |
LEI (if any) of counterparty. | 549300ZD7BBOVZFVHK49 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
i. Payoff profile, selected from among the following (long, short). | Short |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | SFE 10 Year Australian Bond Futures |
Index identifier, if any. | XMM4 Comdty |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
iii. Expiration date. | 2024-06-17 |
iv. Aggregate notional amount or contract value on trade date. | -9698008.60000000 |
ISO Currency Code. |
Australia Dollar
|
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -61489.33000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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 Treasury |
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). | 912797GB7 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US912797GB79 |
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 | 14900000.00000000 |
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. | 14684924.76000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 12.04585327868 |
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. | ![]() ![]() ![]() |
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. | 2024-07-11 |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | None |
ii. Annualized rate. | 0.00000000 |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | Chicago Board of Trade |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 549300EX04Q2QBFQTQ27 |
c. Title of the issue or description of the investment. | SOYBEAN OIL FUTR MAY24 |
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 | BBG013Y423R8 |
Description of other unique identifier. | Bloomberg Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | -7.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -2859.68000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | -0.00234575840 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-commodity
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | Chicago Board of Trade |
LEI (if any) of counterparty. | 549300EX04Q2QBFQTQ27 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
i. Payoff profile, selected from among the following (long, short). | Short |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | CBOT Soybean Oil Futures |
Index identifier, if any. | BOK4 Comdty |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
iii. Expiration date. | 2024-05-14 |
iv. Aggregate notional amount or contract value on trade date. | -198530.32000000 |
ISO Currency Code. |
United States Dollar
|
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -2859.68000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | ICE Futures U.S., Inc. |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 5493004R83R1LVX2IL36 |
c. Title of the issue or description of the investment. | COTTON NO.2 FUTR MAY24 |
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 | BBG0118L8YP1 |
Description of other unique identifier. | Bloomberg Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 49.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -72726.97000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | -0.05965699003 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-commodity
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | ICE Futures U.S., Inc. |
LEI (if any) of counterparty. | 5493004R83R1LVX2IL36 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
i. Payoff profile, selected from among the following (long, short). | Long |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | NYBOT CTN Number 2 Cotton Futures |
Index identifier, if any. | CTK4 Comdty |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
iii. Expiration date. | 2024-05-08 |
iv. Aggregate notional amount or contract value on trade date. | 2311536.97000000 |
ISO Currency Code. |
United States Dollar
|
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -72726.97000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | New York Mercantile Exchange |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 5493008GFNDTXFPHWI47 |
c. Title of the issue or description of the investment. | GASOLINE RBOB FUT MAY24 |
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 | BBG00Y92M122 |
Description of other unique identifier. | Bloomberg Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | -41.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -102224.30000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | -0.08385326717 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-commodity
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | New York Mercantile Exchange |
LEI (if any) of counterparty. | 5493008GFNDTXFPHWI47 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
i. Payoff profile, selected from among the following (long, short). | Short |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | NYMEX Reformulated Gasoline Blendstock for Oxygen Blending RBOB Futures |
Index identifier, if any. | XBK4 Comdty |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
iii. Expiration date. | 2024-04-30 |
iv. Aggregate notional amount or contract value on trade date. | -4582648.90000000 |
ISO Currency Code. |
United States Dollar
|
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -102224.30000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Goldman Sachs International |
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. | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | PURCHASED HUF / SOLD USD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 24CLKBB77MF |
Description of other unique identifier. | Trade Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 1.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
Hungary Forint
|
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. | -37490.40000000 |
Exchange rate. | 365.38606739 |
Percentage value compared to net assets of the Fund. | -0.03075288877 |
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. | ![]() ![]() ![]() |
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. |
HUNGARY
|
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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. | Goldman Sachs International |
LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
i. Amount and description of currency sold. |
Amount of currency sold. | 6361713.48000000 |
Description of currency sold. |
United States Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 2310783000.00000000 |
Description of currency purchased. |
Hungary Forint
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -37490.40000000 |
i. Amount and description of currency sold. |
Amount of currency sold. | 6361713.48000000 |
Description of currency sold. |
United States Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 2310783000.00000000 |
Description of currency purchased. |
Hungary Forint
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -37490.40000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | New York Mercantile Exchange |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 5493008GFNDTXFPHWI47 |
c. Title of the issue or description of the investment. | WTI CRUDE FUTURE MAY24 |
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 | BBG00JSLLRL5 |
Description of other unique identifier. | Bloomberg Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 10.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 25940.08000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.021278311113 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-commodity
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | New York Mercantile Exchange |
LEI (if any) of counterparty. | 5493008GFNDTXFPHWI47 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
i. Payoff profile, selected from among the following (long, short). | Long |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | NYMEX Light Sweet Crude Oil Futures |
Index identifier, if any. | CLK4 Comdty |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
iii. Expiration date. | 2024-04-22 |
iv. Aggregate notional amount or contract value on trade date. | 805759.92000000 |
ISO Currency Code. |
United States Dollar
|
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 25940.08000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | Chicago Board of Trade |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 549300EX04Q2QBFQTQ27 |
c. Title of the issue or description of the investment. | US 10YR NOTE (CBT)JUN24 |
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 | BBG01JD1QQV0 |
Description of other unique identifier. | Bloomberg Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | -112.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -101285.65000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | -0.08308330475 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-interest rate
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED 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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | Chicago Board of Trade |
LEI (if any) of counterparty. | 549300EX04Q2QBFQTQ27 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
i. Payoff profile, selected from among the following (long, short). | Short |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | CBOT 10 Year U.S. Treasury Notes |
Index identifier, if any. | TYM4 Comdty |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
iii. Expiration date. | 2024-06-18 |
iv. Aggregate notional amount or contract value on trade date. | -12307964.35000000 |
ISO Currency Code. |
United States Dollar
|
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -101285.65000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Goldman Sachs International |
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. | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | PURCHASED GBP / SOLD USD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 24CIKBB1R5H |
Description of other unique identifier. | Trade Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 1.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
United Kingdom Pound
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -10155.51000000 |
Exchange rate. | 0.79223849 |
Percentage value compared to net assets of the Fund. | -0.00833043310 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED 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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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. | Goldman Sachs International |
LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
i. Amount and description of currency sold. |
Amount of currency sold. | 717013.36000000 |
Description of currency sold. |
United States Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 560000.00000000 |
Description of currency purchased. |
United Kingdom Pound
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -10155.51000000 |
i. Amount and description of currency sold. |
Amount of currency sold. | 717013.36000000 |
Description of currency sold. |
United States Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 560000.00000000 |
Description of currency purchased. |
United Kingdom Pound
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -10155.51000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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 Treasury |
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). | 912797KK2 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US912797KK23 |
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 | 30000000.00000000 |
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. | 29302726.80000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 24.03664666090 |
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. | ![]() ![]() ![]() |
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. | 2024-09-12 |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | None |
ii. Annualized rate. | 0.00000000 |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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 Treasury |
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). | 912797KP1 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US912797KP10 |
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 | 20000000.00000000 |
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. | 19693336.20000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 16.15418821069 |
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. | ![]() ![]() ![]() |
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. | 2024-07-16 |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | None |
ii. Annualized rate. | 0.00000000 |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | ICE Futures U.S., Inc. |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 5493004R83R1LVX2IL36 |
c. Title of the issue or description of the investment. | SUGAR 11 (WORLD) MAY24 |
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 | BBG0118L9LD1 |
Description of other unique identifier. | Bloomberg Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | -17.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -18950.18000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | -0.01554458682 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-commodity
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | ICE Futures U.S., Inc. |
LEI (if any) of counterparty. | 5493004R83R1LVX2IL36 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
i. Payoff profile, selected from among the following (long, short). | Short |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | NYBOT CSC Number 11 World Sugar Futures |
Index identifier, if any. | SBK4 Comdty |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
iii. Expiration date. | 2024-04-30 |
iv. Aggregate notional amount or contract value on trade date. | -409830.62000000 |
ISO Currency Code. |
United States Dollar
|
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -18950.18000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Goldman Sachs International |
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. | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | PURCHASED CLP / SOLD USD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 24CIKBB1R6B |
Description of other unique identifier. | Trade Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 1.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
Chile Peso
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -37267.59000000 |
Exchange rate. | 980.21782608 |
Percentage value compared to net assets of the Fund. | -0.03057012061 |
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. | ![]() ![]() ![]() |
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. |
CHILE
|
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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. | Goldman Sachs International |
LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
i. Amount and description of currency sold. |
Amount of currency sold. | 1113125.40000000 |
Description of currency sold. |
United States Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 1054575000.00000000 |
Description of currency purchased. |
Chile Peso
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -37267.59000000 |
i. Amount and description of currency sold. |
Amount of currency sold. | 1113125.40000000 |
Description of currency sold. |
United States Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 1054575000.00000000 |
Description of currency purchased. |
Chile Peso
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -37267.59000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Goldman Sachs International |
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. | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | PURCHASED USD / SOLD MXN |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 24CLKBB76B1 |
Description of other unique identifier. | Trade Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 1.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
Mexico Peso
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -34803.00000000 |
Exchange rate. | 16.66319565 |
Percentage value compared to net assets of the Fund. | -0.02854844941 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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. | Goldman Sachs International |
LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
i. Amount and description of currency sold. |
Amount of currency sold. | 46917000.00000000 |
Description of currency sold. |
Mexico Peso
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 2780803.38000000 |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -34803.00000000 |
i. Amount and description of currency sold. |
Amount of currency sold. | 46917000.00000000 |
Description of currency sold. |
Mexico Peso
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 2780803.38000000 |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -34803.00000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Goldman Sachs International |
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. | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | PURCHASED USD / SOLD KRW |
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 | 24CIKBB1R52 |
Description of other unique identifier. | Trade Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 1.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
Korea (South) Won
|
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. | 97841.24000000 |
Exchange rate. | 1345.08750000 |
Percentage value compared to net assets of the Fund. | 0.080257899914 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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. | Goldman Sachs International |
LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
i. Amount and description of currency sold. |
Amount of currency sold. | 5378325000.00000000 |
Description of currency sold. |
Korea (South) Won
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 4096335.76000000 |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 97841.24000000 |
i. Amount and description of currency sold. |
Amount of currency sold. | 5378325000.00000000 |
Description of currency sold. |
Korea (South) Won
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 4096335.76000000 |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 97841.24000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | London Metal Exchange |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 213800NB8G5VRT1DXC91 |
c. Title of the issue or description of the investment. | LME COPPER FUTURE MAY24 |
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 | BBG005TVD0Q5 |
Description of other unique identifier. | Bloomberg Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | -27.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 37240.28000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.030547718580 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-commodity
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | London Metal Exchange |
LEI (if any) of counterparty. | 213800NB8G5VRT1DXC91 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
i. Payoff profile, selected from among the following (long, short). | Short |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | LME Copper Futures |
Index identifier, if any. | LPK24 Comdty |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
iii. Expiration date. | 2024-05-13 |
iv. Aggregate notional amount or contract value on trade date. | -5995154.78000000 |
ISO Currency Code. |
United States Dollar
|
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 37240.28000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Goldman Sachs International |
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. | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | PURCHASED USD / SOLD EUR |
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 | 24CLKBB70K0 |
Description of other unique identifier. | Trade Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 1.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
Euro Member Countries
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 73643.07000000 |
Exchange rate. | 0.92639859 |
Percentage value compared to net assets of the Fund. | 0.060408454977 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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. | Goldman Sachs International |
LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
i. Amount and description of currency sold. |
Amount of currency sold. | 7029000.00000000 |
Description of currency sold. |
Euro Member Countries
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 7661089.85000000 |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 73643.07000000 |
i. Amount and description of currency sold. |
Amount of currency sold. | 7029000.00000000 |
Description of currency sold. |
Euro Member Countries
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 7661089.85000000 |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 73643.07000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | ALLSPRING GOVERNMENT MONEY MAR |
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. | ALLSPRING GOVERNMENT MONEY MAR |
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 | 976RXG000 |
Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 34303949.78000000 |
Units |
Number of shares
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 34303949.78000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 28.13908499243 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle)
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Registered fund
|
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Goldman Sachs International |
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. | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | PURCHASED USD / SOLD SEK |
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 | 24CLKBB8WG9 |
Description of other unique identifier. | Trade Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 1.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
Sweden Krona
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 132683.86000000 |
Exchange rate. | 10.69802260 |
Percentage value compared to net assets of the Fund. | 0.108838849100 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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. | Goldman Sachs International |
LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
i. Amount and description of currency sold. |
Amount of currency sold. | 49722000.00000000 |
Description of currency sold. |
Sweden Krona
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 4780458.67000000 |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 132683.86000000 |
i. Amount and description of currency sold. |
Amount of currency sold. | 49722000.00000000 |
Description of currency sold. |
Sweden Krona
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 4780458.67000000 |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 132683.86000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Goldman Sachs International |
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. | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | PURCHASED PLN / SOLD USD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 24CLKBB77MD |
Description of other unique identifier. | Trade Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 1.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
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. | -12812.82000000 |
Exchange rate. | 3.99478782 |
Percentage value compared to net assets of the Fund. | -0.01051019003 |
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. | ![]() ![]() ![]() |
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. |
POLAND
|
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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. | Goldman Sachs International |
LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
i. Amount and description of currency sold. |
Amount of currency sold. | 2043959.49000000 |
Description of currency sold. |
United States Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 8114000.00000000 |
Description of currency purchased. |
Poland Zloty
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -12812.82000000 |
i. Amount and description of currency sold. |
Amount of currency sold. | 2043959.49000000 |
Description of currency sold. |
United States Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 8114000.00000000 |
Description of currency purchased. |
Poland Zloty
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -12812.82000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | ICE Futures U.S., Inc. |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 5493004R83R1LVX2IL36 |
c. Title of the issue or description of the investment. | COCOA FUTURE MAY24 |
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 | BBG017WSTHD3 |
Description of other unique identifier. | Bloomberg Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 29.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 773876.52000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.634800870150 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-commodity
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | ICE Futures U.S., Inc. |
LEI (if any) of counterparty. | 5493004R83R1LVX2IL36 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
i. Payoff profile, selected from among the following (long, short). | Long |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | NYBOT CSC Cocoa Futures |
Index identifier, if any. | CCK4 Comdty |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
iii. Expiration date. | 2024-05-15 |
iv. Aggregate notional amount or contract value on trade date. | 2058263.48000000 |
ISO Currency Code. |
United States Dollar
|
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 773876.52000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | London Metal Exchange |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 213800NB8G5VRT1DXC91 |
c. Title of the issue or description of the investment. | LME LEAD FUTURE MAY24 |
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 | BBG00N2K0MG6 |
Description of other unique identifier. | Bloomberg Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 34.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -20818.24000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | -0.01707693220 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-commodity
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | London Metal Exchange |
LEI (if any) of counterparty. | 213800NB8G5VRT1DXC91 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
i. Payoff profile, selected from among the following (long, short). | Long |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | LME Lead Futures |
Index identifier, if any. | LLK4 Comdty |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
iii. Expiration date. | 2024-05-13 |
iv. Aggregate notional amount or contract value on trade date. | 1759569.74000000 |
ISO Currency Code. |
United States Dollar
|
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -20818.24000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | Chicago Mercantile Exchange |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | SNZ2OJLFK8MNNCLQOF39 |
c. Title of the issue or description of the investment. | LIVE CATTLE FUTR JUN24 |
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 | BBG01C5165P9 |
Description of other unique identifier. | Bloomberg Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 58.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -93665.61000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | -0.07683268479 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-commodity
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | Chicago Mercantile Exchange |
LEI (if any) of counterparty. | SNZ2OJLFK8MNNCLQOF39 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
i. Payoff profile, selected from among the following (long, short). | Long |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | CME Live Cattle Futures |
Index identifier, if any. | LCM4 Comdty |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
iii. Expiration date. | 2024-06-28 |
iv. Aggregate notional amount or contract value on trade date. | 4275465.61000000 |
ISO Currency Code. |
United States Dollar
|
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -93665.61000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | ICE Futures U.S., Inc. |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 5493004R83R1LVX2IL36 |
c. Title of the issue or description of the investment. | COFFEE 'C' FUTURE MAY24 |
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 | BBG0118L9G24 |
Description of other unique identifier. | Bloomberg Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 24.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 43350.39000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.035559762548 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-commodity
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | ICE Futures U.S., Inc. |
LEI (if any) of counterparty. | 5493004R83R1LVX2IL36 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
i. Payoff profile, selected from among the following (long, short). | Long |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | NYBOT CSC C Coffee Futures |
Index identifier, if any. | KCK4 Comdty |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
iii. Expiration date. | 2024-05-20 |
iv. Aggregate notional amount or contract value on trade date. | 1656299.61000000 |
ISO Currency Code. |
United States Dollar
|
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 43350.39000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Goldman Sachs International |
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. | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | PURCHASED USD / SOLD KRW |
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 | 24CLKBB76BZ |
Description of other unique identifier. | Trade Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 1.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
Korea (South) Won
|
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. | 70290.97000000 |
Exchange rate. | 1345.08750000 |
Percentage value compared to net assets of the Fund. | 0.057658770832 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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. | Goldman Sachs International |
LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
i. Amount and description of currency sold. |
Amount of currency sold. | 10621666000.00000000 |
Description of currency sold. |
Korea (South) Won
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 7966926.69000000 |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 70290.97000000 |
i. Amount and description of currency sold. |
Amount of currency sold. | 10621666000.00000000 |
Description of currency sold. |
Korea (South) Won
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 7966926.69000000 |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 70290.97000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | London Metal Exchange |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 213800NB8G5VRT1DXC91 |
c. Title of the issue or description of the investment. | LME ZINC FUTURE MAY24 |
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 | BBG00N2K0MH5 |
Description of other unique identifier. | Bloomberg Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | -73.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 131729.47000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.108055975364 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-commodity
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | London Metal Exchange |
LEI (if any) of counterparty. | 213800NB8G5VRT1DXC91 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
i. Payoff profile, selected from among the following (long, short). | Short |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | LME Zinc Futures |
Index identifier, if any. | LXK4 Comdty |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
iii. Expiration date. | 2024-05-13 |
iv. Aggregate notional amount or contract value on trade date. | -4549488.72000000 |
ISO Currency Code. |
United States Dollar
|
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 131729.47000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | ASX Clear (Futures) |
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. | 549300ZD7BBOVZFVHK49 |
c. Title of the issue or description of the investment. | SPI 200 FUTURES JUN24 |
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 | BBG01BZ9BGM4 |
Description of other unique identifier. | Bloomberg Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 18.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
Australia 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. | 67482.47000000 |
Exchange rate. | 1.53456600 |
Percentage value compared to net assets of the Fund. | 0.055354994716 |
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. | ![]() ![]() ![]() |
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. |
AUSTRALIA
|
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | ASX Clear (Futures) |
LEI (if any) of counterparty. | 549300ZD7BBOVZFVHK49 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
i. Payoff profile, selected from among the following (long, short). | Long |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | SFE S&P ASX Share Price Index 200 Futures |
Index identifier, if any. | XPM4 Index |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
iii. Expiration date. | 2024-06-20 |
iv. Aggregate notional amount or contract value on trade date. | 3474393.70000000 |
ISO Currency Code. |
Australia Dollar
|
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 67482.47000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Goldman Sachs International |
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. | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | PURCHASED INR / SOLD USD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 24CLKBB7X1Z |
Description of other unique identifier. | Trade Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 1.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
India Rupee
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -44387.89000000 |
Exchange rate. | 83.43576087 |
Percentage value compared to net assets of the Fund. | -0.03641081033 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
INDIA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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. | Goldman Sachs International |
LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
i. Amount and description of currency sold. |
Amount of currency sold. | 8003133.55000000 |
Description of currency sold. |
United States Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 664044000.00000000 |
Description of currency purchased. |
India Rupee
|
iii. Settlement date. | 2024-04-18 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -44387.89000000 |
i. Amount and description of currency sold. |
Amount of currency sold. | 8003133.55000000 |
Description of currency sold. |
United States Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 664044000.00000000 |
Description of currency purchased. |
India Rupee
|
iii. Settlement date. | 2024-04-18 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -44387.89000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Euronext N.V. |
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. | 724500QJ4QSZ3H9QU415 |
c. Title of the issue or description of the investment. | CAC40 10 EURO FUT APR24 |
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 | BBG01L4TSN49 |
Description of other unique identifier. | Bloomberg Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 19.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
Euro Member Countries
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 21321.46000000 |
Exchange rate. | 0.92691300 |
Percentage value compared to net assets of the Fund. | 0.017489717042 |
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. | ![]() ![]() ![]() |
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. |
FRANCE
|
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | Euronext N.V. |
LEI (if any) of counterparty. | 724500QJ4QSZ3H9QU415 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
i. Payoff profile, selected from among the following (long, short). | Long |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | Euronext CAC 40 Index Futures |
Index identifier, if any. | CFJ4 Index |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
iii. Expiration date. | 2024-04-19 |
iv. Aggregate notional amount or contract value on trade date. | 1542701.86000000 |
ISO Currency Code. |
Euro Member Countries
|
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 21321.46000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Goldman Sachs International |
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. | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | PURCHASED USD / SOLD NZD |
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 | 24CLKBB70PL |
Description of other unique identifier. | Trade Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 1.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
New Zealand 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. | 296284.92000000 |
Exchange rate. | 1.67375758 |
Percentage value compared to net assets of the Fund. | 0.243038676284 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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. | Goldman Sachs International |
LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
i. Amount and description of currency sold. |
Amount of currency sold. | 26346000.00000000 |
Description of currency sold. |
New Zealand Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 16036915.58000000 |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 296284.92000000 |
i. Amount and description of currency sold. |
Amount of currency sold. | 26346000.00000000 |
Description of currency sold. |
New Zealand Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 16036915.58000000 |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 296284.92000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Eurex Deutschland |
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. | 529900LN3S50JPU47S06 |
c. Title of the issue or description of the investment. | EURO STOXX 50 JUN24 |
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 | BBG017Q95K96 |
Description of other unique identifier. | Bloomberg Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 31.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
Euro Member Countries
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 42101.97000000 |
Exchange rate. | 0.92691300 |
Percentage value compared to net assets of the Fund. | 0.034535699818 |
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. | ![]() ![]() ![]() |
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. |
GERMANY
|
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | Eurex Deutschland |
LEI (if any) of counterparty. | 529900LN3S50JPU47S06 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
i. Payoff profile, selected from among the following (long, short). | Long |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | Eurex EURO STOXX 50 Futures |
Index identifier, if any. | VGM4 Index |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
iii. Expiration date. | 2024-06-21 |
iv. Aggregate notional amount or contract value on trade date. | 1524925.14000000 |
ISO Currency Code. |
Euro Member Countries
|
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 42101.97000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Goldman Sachs International |
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. | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | PURCHASED NOK / SOLD USD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 24CIKBB1NPT |
Description of other unique identifier. | Trade Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 1.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
Norway Krone
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -289069.85000000 |
Exchange rate. | 10.85257500 |
Percentage value compared to net assets of the Fund. | -0.23712024796 |
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. | ![]() ![]() ![]() |
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. |
NORWAY
|
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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. | Goldman Sachs International |
LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
i. Amount and description of currency sold. |
Amount of currency sold. | 8112835.18000000 |
Description of currency sold. |
United States Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 84908000.00000000 |
Description of currency purchased. |
Norway Krone
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -289069.85000000 |
i. Amount and description of currency sold. |
Amount of currency sold. | 8112835.18000000 |
Description of currency sold. |
United States Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 84908000.00000000 |
Description of currency purchased. |
Norway Krone
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -289069.85000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Goldman Sachs International |
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. | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | PURCHASED USD / SOLD CHF |
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 | 24CLKBB70RW |
Description of other unique identifier. | Trade Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 1.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
Switzerland Franc
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 253256.03000000 |
Exchange rate. | 0.90045639 |
Percentage value compared to net assets of the Fund. | 0.207742636014 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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. | Goldman Sachs International |
LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
i. Amount and description of currency sold. |
Amount of currency sold. | 11450000.00000000 |
Description of currency sold. |
Switzerland Franc
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 12969030.07000000 |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 253256.03000000 |
i. Amount and description of currency sold. |
Amount of currency sold. | 11450000.00000000 |
Description of currency sold. |
Switzerland Franc
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 12969030.07000000 |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 253256.03000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | Chicago Mercantile Exchange |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | SNZ2OJLFK8MNNCLQOF39 |
c. Title of the issue or description of the investment. | LEAN HOGS FUTURE JUN24 |
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 | BBG01BXXLQZ6 |
Description of other unique identifier. | Bloomberg Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | -32.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 12465.52000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.010225304345 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-commodity
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | Chicago Mercantile Exchange |
LEI (if any) of counterparty. | SNZ2OJLFK8MNNCLQOF39 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
i. Payoff profile, selected from among the following (long, short). | Short |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | CME Lean Hogs Futures |
Index identifier, if any. | LHM4 Comdty |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
iii. Expiration date. | 2024-06-14 |
iv. Aggregate notional amount or contract value on trade date. | -1311025.52000000 |
ISO Currency Code. |
United States Dollar
|
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 12465.52000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | Chicago Board of Trade |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 549300EX04Q2QBFQTQ27 |
c. Title of the issue or description of the investment. | WHEAT FUTURE(CBT) MAY24 |
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 | BBG011PTVS81 |
Description of other unique identifier. | Bloomberg Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | -68.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -23178.73000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | -0.01901321153 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-commodity
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | Chicago Board of Trade |
LEI (if any) of counterparty. | 549300EX04Q2QBFQTQ27 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
i. Payoff profile, selected from among the following (long, short). | Short |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | CBOT Wheat Futures |
Index identifier, if any. | W K4 Comdty |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
iii. Expiration date. | 2024-05-14 |
iv. Aggregate notional amount or contract value on trade date. | -1881671.27000000 |
ISO Currency Code. |
United States Dollar
|
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -23178.73000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Goldman Sachs International |
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. | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | PURCHASED NOK / SOLD USD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 24CLKBB7X6T |
Description of other unique identifier. | Trade Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 1.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
Norway Krone
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -342776.72000000 |
Exchange rate. | 10.85257500 |
Percentage value compared to net assets of the Fund. | -0.28117529670 |
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. | ![]() ![]() ![]() |
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. |
NORWAY
|
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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. | Goldman Sachs International |
LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
i. Amount and description of currency sold. |
Amount of currency sold. | 16074434.87000000 |
Description of currency sold. |
United States Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 170729000.00000000 |
Description of currency purchased. |
Norway Krone
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -342776.72000000 |
i. Amount and description of currency sold. |
Amount of currency sold. | 16074434.87000000 |
Description of currency sold. |
United States Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 170729000.00000000 |
Description of currency purchased. |
Norway Krone
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -342776.72000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Goldman Sachs International |
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. | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | PURCHASED USD / SOLD AUD |
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 | 24CLKBB77J2 |
Description of other unique identifier. | Trade Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 1.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
Australia 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. | 26229.29000000 |
Exchange rate. | 1.53395882 |
Percentage value compared to net assets of the Fund. | 0.021515546324 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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. | Goldman Sachs International |
LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
i. Amount and description of currency sold. |
Amount of currency sold. | 5444000.00000000 |
Description of currency sold. |
Australia Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 3575216.34000000 |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 26229.29000000 |
i. Amount and description of currency sold. |
Amount of currency sold. | 5444000.00000000 |
Description of currency sold. |
Australia Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 3575216.34000000 |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 26229.29000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Goldman Sachs International |
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. | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | PURCHASED IDR / SOLD USD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 24CIKBB1R55 |
Description of other unique identifier. | Trade Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 1.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
Indonesia Rupiah
|
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. | -71065.83000000 |
Exchange rate. | 15862.03125000 |
Percentage value compared to net assets of the Fund. | -0.05829437843 |
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. | ![]() ![]() ![]() |
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. |
INDONESIA
|
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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. | Goldman Sachs International |
LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
i. Amount and description of currency sold. |
Amount of currency sold. | 4054394.64000000 |
Description of currency sold. |
United States Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 63183686000.00000000 |
Description of currency purchased. |
Indonesia Rupiah
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -71065.83000000 |
i. Amount and description of currency sold. |
Amount of currency sold. | 4054394.64000000 |
Description of currency sold. |
United States Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 63183686000.00000000 |
Description of currency purchased. |
Indonesia Rupiah
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -71065.83000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Eurex Deutschland |
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. | 529900LN3S50JPU47S06 |
c. Title of the issue or description of the investment. | EURO-BUND FUTURE JUN24 |
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 | BBG01J7FRHX3 |
Description of other unique identifier. | Bloomberg Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 43.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
Euro Member Countries
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 74832.30000000 |
Exchange rate. | 0.92691300 |
Percentage value compared to net assets of the Fund. | 0.061383964919 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-interest rate
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
GERMANY
|
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | Eurex Deutschland |
LEI (if any) of counterparty. | 529900LN3S50JPU47S06 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
i. Payoff profile, selected from among the following (long, short). | Long |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | Eurex 10 Year Euro BUND Futures |
Index identifier, if any. | RXM4 Comdty |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
iii. Expiration date. | 2024-06-06 |
iv. Aggregate notional amount or contract value on trade date. | 5665976.97000000 |
ISO Currency Code. |
Euro Member Countries
|
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 74832.30000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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 Treasury |
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). | 912797FS1 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US912797FS14 |
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 | 6400000.00000000 |
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. | 6332314.37000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 5.194315331004 |
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. | ![]() ![]() ![]() |
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. | 2024-06-13 |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | None |
ii. Annualized rate. | 0.00000000 |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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 Treasury |
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). | 912797HR1 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US912797HR13 |
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 | 3000000.00000000 |
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. | 2977254.33000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 2.442203104110 |
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. | ![]() ![]() ![]() |
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. | 2024-05-23 |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | None |
ii. Annualized rate. | 0.00000000 |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | Chicago Board of Trade |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 549300EX04Q2QBFQTQ27 |
c. Title of the issue or description of the investment. | KC HRW WHEAT FUT MAY24 |
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 | BBG011PTVVB0 |
Description of other unique identifier. | Bloomberg Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | -16.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -1469.16000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | -0.00120513288 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-commodity
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | Chicago Board of Trade |
LEI (if any) of counterparty. | 549300EX04Q2QBFQTQ27 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
i. Payoff profile, selected from among the following (long, short). | Short |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | KCBT Hard Red Winter Wheat Futures |
Index identifier, if any. | KWK4 Comdty |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
iii. Expiration date. | 2024-05-14 |
iv. Aggregate notional amount or contract value on trade date. | -466730.84000000 |
ISO Currency Code. |
United States Dollar
|
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -1469.16000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Goldman Sachs International |
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. | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | PURCHASED USD / SOLD CZK |
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 | 24CLKBB76GB |
Description of other unique identifier. | Trade Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 1.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
Czech Republic Koruna
|
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. | 95514.56000000 |
Exchange rate. | 23.45670652 |
Percentage value compared to net assets of the Fund. | 0.078349354493 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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. | Goldman Sachs International |
LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
i. Amount and description of currency sold. |
Amount of currency sold. | 183032000.00000000 |
Description of currency sold. |
Czech Republic Koruna
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 7898485.53000000 |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 95514.56000000 |
i. Amount and description of currency sold. |
Amount of currency sold. | 183032000.00000000 |
Description of currency sold. |
Czech Republic Koruna
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 7898485.53000000 |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 95514.56000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Goldman Sachs International |
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. | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | PURCHASED ZAR / SOLD USD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 24CLKBB70RS |
Description of other unique identifier. | Trade Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 1.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
South Africa Rand
|
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. | 22498.75000000 |
Exchange rate. | 18.96086943 |
Percentage value compared to net assets of the Fund. | 0.018455432757 |
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. | ![]() ![]() ![]() |
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. |
SOUTH AFRICA
|
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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. | Goldman Sachs International |
LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
i. Amount and description of currency sold. |
Amount of currency sold. | 7869386.19000000 |
Description of currency sold. |
United States Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 149637000.00000000 |
Description of currency purchased. |
South Africa Rand
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 22498.75000000 |
i. Amount and description of currency sold. |
Amount of currency sold. | 7869386.19000000 |
Description of currency sold. |
United States Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 149637000.00000000 |
Description of currency purchased. |
South Africa Rand
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 22498.75000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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 Treasury |
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). | 912797JR9 |
At least one of the following other identifiers:
Identifier. | ISIN |
ISIN | US912797JR94 |
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 | 6400000.00000000 |
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. | 6147325.57000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 5.042571418153 |
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. | ![]() ![]() ![]() |
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. | 2025-01-23 |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | None |
ii. Annualized rate. | 0.00000000 |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Goldman Sachs International |
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. | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | PURCHASED CLP / SOLD USD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 24CLKBB84T7 |
Description of other unique identifier. | Trade Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 1.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
Chile Peso
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -74250.99000000 |
Exchange rate. | 980.21782608 |
Percentage value compared to net assets of the Fund. | -0.06090712386 |
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. | ![]() ![]() ![]() |
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. |
CHILE
|
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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. | Goldman Sachs International |
LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
i. Amount and description of currency sold. |
Amount of currency sold. | 2132008.92000000 |
Description of currency sold. |
United States Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 2017051000.00000000 |
Description of currency purchased. |
Chile Peso
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -74250.99000000 |
i. Amount and description of currency sold. |
Amount of currency sold. | 2132008.92000000 |
Description of currency sold. |
United States Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 2017051000.00000000 |
Description of currency purchased. |
Chile Peso
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -74250.99000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | Chicago Board of Trade |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 549300EX04Q2QBFQTQ27 |
c. Title of the issue or description of the investment. | SOYBEAN MEAL FUTR MAY24 |
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 | BBG013Y42BL6 |
Description of other unique identifier. | Bloomberg Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 75.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 8111.78000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.006653987902 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-commodity
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | Chicago Board of Trade |
LEI (if any) of counterparty. | 549300EX04Q2QBFQTQ27 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
i. Payoff profile, selected from among the following (long, short). | Long |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | CBOT Soybean Meal Futures |
Index identifier, if any. | SMK4 Comdty |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
iii. Expiration date. | 2024-05-14 |
iv. Aggregate notional amount or contract value on trade date. | 2524638.22000000 |
ISO Currency Code. |
United States Dollar
|
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 8111.78000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Goldman Sachs International |
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. | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | PURCHASED USD / SOLD CAD |
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 | 24CLKBB76B3 |
Description of other unique identifier. | Trade Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 1.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
Canada 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. | 4648.84000000 |
Exchange rate. | 1.35423356 |
Percentage value compared to net assets of the Fund. | 0.003813383144 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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. | Goldman Sachs International |
LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
i. Amount and description of currency sold. |
Amount of currency sold. | 18916000.00000000 |
Description of currency sold. |
Canada Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 13972697.25000000 |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 4648.84000000 |
i. Amount and description of currency sold. |
Amount of currency sold. | 18916000.00000000 |
Description of currency sold. |
Canada Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 13972697.25000000 |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 4648.84000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Osaka Exchange |
b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 3538001249AILNPRUX57 |
c. Title of the issue or description of the investment. | TOPIX INDX FUTR JUN24 |
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 | BBG01FSN8773 |
Description of other unique identifier. | Bloomberg Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 10.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
Japan Yen
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 45475.11000000 |
Exchange rate. | 151.38000000 |
Percentage value compared to net assets of the Fund. | 0.037302642801 |
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. | ![]() ![]() ![]() |
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. |
JAPAN
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | Osaka Exchange |
LEI (if any) of counterparty. | 3538001249AILNPRUX57 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
i. Payoff profile, selected from among the following (long, short). | Long |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | TSE TOPIX Futures |
Index identifier, if any. | TPM4 Index |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
iii. Expiration date. | 2024-06-13 |
iv. Aggregate notional amount or contract value on trade date. | 268065978.00000000 |
ISO Currency Code. |
Japan Yen
|
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 45475.11000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Goldman Sachs International |
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. | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | PURCHASED USD / SOLD MXN |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 24CIKBB1R6D |
Description of other unique identifier. | Trade Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 1.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
Mexico Peso
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -15266.91000000 |
Exchange rate. | 16.66319565 |
Percentage value compared to net assets of the Fund. | -0.01252324822 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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. | Goldman Sachs International |
LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
i. Amount and description of currency sold. |
Amount of currency sold. | 24199000.00000000 |
Description of currency sold. |
Mexico Peso
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 1436975.54000000 |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -15266.91000000 |
i. Amount and description of currency sold. |
Amount of currency sold. | 24199000.00000000 |
Description of currency sold. |
Mexico Peso
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 1436975.54000000 |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -15266.91000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Goldman Sachs International |
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. | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | PURCHASED USD / SOLD CAD |
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 | 24CIKBB1R5B |
Description of other unique identifier. | Trade Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 1.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
Canada 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. | 43360.13000000 |
Exchange rate. | 1.35423356 |
Percentage value compared to net assets of the Fund. | 0.035567752144 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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. | Goldman Sachs International |
LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
i. Amount and description of currency sold. |
Amount of currency sold. | 9526000.00000000 |
Description of currency sold. |
Canada Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 7077597.24000000 |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 43360.13000000 |
i. Amount and description of currency sold. |
Amount of currency sold. | 9526000.00000000 |
Description of currency sold. |
Canada Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 7077597.24000000 |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 43360.13000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
a. Name of issuer (if any). | ICE Futures Europe |
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. | 549300UF4R84F48NCH34 |
c. Title of the issue or description of the investment. | BRENT CRUDE FUTR JUN24 |
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 | BBG00H2MTRJ0 |
Description of other unique identifier. | Bloomberg Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 23.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 37833.15000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 0.031034042149 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-commodity
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
d. Repurchase rate. | |
e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Future
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
Counterparty Record: 1 | |
Name of counterparty. | ICE Futures Europe |
LEI (if any) of counterparty. | 549300UF4R84F48NCH34 |
d. For futures and forwards (other than forward foreign currency contracts), provide:
i. Payoff profile, selected from among the following (long, short). | Long |
ii. Description of reference instrument, as required by sub-Item C.11.c.iii.
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
Index name. | ICE Brent Crude Oil Futures |
Index identifier, if any. | COM4 Comdty |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
iii. Expiration date. | 2024-04-30 |
iv. Aggregate notional amount or contract value on trade date. | 1963166.85000000 |
ISO Currency Code. |
United States Dollar
|
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 37833.15000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Goldman Sachs International |
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. | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | TRS:Allspring Alternative Risk Premia ANL - GLSTRS02X |
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 | GLSTRS02X |
Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 518918.00000000 |
Units |
Other units
|
Description of other units. | Notional Amount |
Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 16719712.67000000 |
Exchange rate. | |
Percentage value compared to net assets of the Fund. | 13.71496340472 |
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. | ![]() ![]() ![]() |
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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. | Allspring Alternative Risk Premia ANL - GLSTRS02X |
Index identifier, if any. | GLSTRS02X |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
Narrative description. |
For all other indices or custom baskets provide:
i. Name. | Jack Henry & Associates, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US4262811015 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 214.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 37178.22000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Toyota Tsusho Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3635000007 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 400.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 27295.55000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Kubota Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3266400005 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3500.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -54714.96000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Doximity, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US26622P1075 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -90.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -2421.90000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Quanterix Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US74766Q1013 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1116.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 26292.96000000 |
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. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US4622601007 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3194.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -47335.08000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Mercari, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3921290007 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4200.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -53505.75000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | STERIS PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | IE00BFY8C754 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 471.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 105890.22000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Adeia, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US00676P1075 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13866.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 151416.72000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Crown Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US2283681060 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 357.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 28295.82000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Sharp Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3359600008 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11700.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 64961.36000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Sunrun, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US86771W1053 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3673.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -48410.14000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Host Hotels & Resorts, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US44107P1049 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2114.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 43717.52000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | 3M Co. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US88579Y1010 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -724.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -76794.68000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Lynas Rare Earths Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU000000LYC6 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -34962.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -129635.21000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ASMPT Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | KYG0535Q1331 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1700.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 21372.45000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Brookfield Asset Management Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA1130041058 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6700.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 281444.02000000 |
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. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US88162G1031 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -833.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -153863.43000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Anywhere Real Estate, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US75605Y1064 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5666.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 35015.88000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Jungheinrich AG |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | DE0006219934 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 123.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 4548.91000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Turning Point Brands, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US90041L1052 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1095.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 32083.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Assa Abloy AB |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | SE0007100581 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5197.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -149103.02000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | D'ieteren Group |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | BE0974259880 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -272.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -60332.74000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Unipol Gruppo SpA |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | IT0004810054 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 764.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 6401.06000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ESR-LOGOS REIT |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | SG1T70931228 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -66900.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -14616.18000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Regis Resources Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU000000RRL8 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 41600.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 54623.91000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Redcare Pharmacy NV |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | NL0012044747 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 33.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 5399.05000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SCSK Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3400400002 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10700.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 198407.32000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Summit Therapeutics, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US86627T1088 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2374.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -9828.36000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Toronto-Dominion Bank |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA8911605092 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1300.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -78457.79000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Celanese Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US1508701034 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -330.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -56713.80000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Flutter Entertainment PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | IE00BWT6H894 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1596.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -318072.34000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Invesco Mortgage Capital, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US46131B7047 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1290.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 12487.20000000 |
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. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US7496851038 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1657.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 197100.15000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Dutch Bros, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US26701L1008 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1181.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -38973.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Parkland Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA70137W1086 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12500.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 398102.69000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Domino's Pizza Group PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00BYN59130 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 24330.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 105820.13000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Sony Group Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3435000009 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4800.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -409988.11000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Nihon M&A Center Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3689050007 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5700.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -36143.68000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LiveRamp Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US53815P1084 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2085.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 71932.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Transurban Group |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU000000TCL6 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -7668.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -66558.08000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Idemitsu Kosan Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3142500002 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 31500.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 214952.44000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Farmland Partners, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US31154R1095 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8841.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 98135.10000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Savills PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00B135BJ46 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1336.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 17975.23000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Seatrium Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | SG1H97877952 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1643300.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -96145.68000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Daiichi Sankyo Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3475350009 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -7200.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -228204.52000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | TaskUS, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US87652V1098 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 903.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 10519.95000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Molina Healthcare, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US60855R1005 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 164.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 67376.12000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Tennant Co. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US8803451033 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 873.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 106165.53000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Welltower, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US95040Q1040 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1382.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -129134.08000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Veralto Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US92338C1036 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2571.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 227944.86000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Barclays PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB0031348658 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -20600.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -47632.52000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | HealthStream, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US42222N1037 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 938.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 25007.08000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Zymeworks, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US98985Y1082 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4583.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 48213.16000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Watsco, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US9426222009 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 486.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 209937.42000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Logitech International SA |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CH0025751329 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 461.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 41282.21000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Core Lithium Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU000000CXO2 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -95035.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -9599.08000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | XPO, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US9837931008 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 100.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 12203.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Mitsubishi Logistics Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3902000003 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2400.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 77526.75000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Technoprobe SpA |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | IT0005482333 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -635.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -5768.29000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SoundHound AI, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US8361001071 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3077.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -18123.53000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Marvell Technology, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US5738741041 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -73.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -5174.24000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | European Wax Center, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US29882P1066 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2785.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -36149.30000000 |
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. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US45866F1049 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1343.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 184568.49000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | PG&E Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US69331C1080 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5955.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -99805.80000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | MAG Silver Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA55903Q1046 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4600.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -48528.29000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Kelly Services, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US4881522084 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9900.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 247896.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Monogatari Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3922930007 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1700.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 52107.28000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Portillo's, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US73642K1060 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1267.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -17966.06000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Kanematsu Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3217100001 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3400.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 57834.59000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Bank of Montreal |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA0636711016 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1300.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -126924.07000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Haseko Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3768600003 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -500.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -6164.95000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Hanwa Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3777800008 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6200.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 241233.98000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Ipsen SA |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | FR0010259150 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 364.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 43314.96000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | USANA Health Sciences, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US90328M1071 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 267.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 12949.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Fevertree Drinks PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00BRJ9BJ26 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 500.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 7579.21000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Pan American Silver Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA6979001089 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -6400.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -96480.75000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Sangetsu Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3330000005 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 200.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 4359.89000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Siemens AG |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | DE0007236101 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -563.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -107484.18000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | FUJIFILM Holdings Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3814000000 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -900.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -20142.69000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Tama Home Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3470900006 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1300.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 38472.72000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Xenon Pharmaceuticals, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA98420N1050 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1847.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -79513.35000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Skyworks Solutions, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US83088M1027 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 502.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 54376.64000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | United Rentals, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US9113631090 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -223.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -160807.53000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Skyward Specialty Insurance Group, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US8309401029 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1081.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 40440.21000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | World Acceptance Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US9814191048 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 833.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 120768.34000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Talanx AG |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | DE000TLX1005 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1267.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 100330.67000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Marqeta, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US57142B1044 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -661.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -3939.56000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Acadia Realty Trust |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US0042391096 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1708.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 29053.08000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Alexander's, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US0147521092 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 282.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 61233.48000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Ivanhoe Mines Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA46579R1047 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -35300.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -421134.69000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | IDT Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US4489475073 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2574.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 97322.94000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Aroundtown SA |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | LU1673108939 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -10653.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -22468.79000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Penske Automotive Group, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US70959W1036 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -186.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -30130.14000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Laureate Education, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US5186132032 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1927.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 28076.39000000 |
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. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US74319R1014 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2987.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 102872.28000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Xerox Holdings Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US98421M1062 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5080.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 90932.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Leidos Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US5253271028 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 213.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 27922.17000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Skyline Champion Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US8308301055 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -852.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -72428.52000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | TG Therapeutics, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US88322Q1085 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 776.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 11802.96000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | AIA Group Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | HK0000069689 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -11200.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -75197.08000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Toho Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3598600009 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 600.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 19892.98000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EMS-Chemie Holding AG |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CH0016440353 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 62.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 47573.32000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Ferrari NV |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | NL0011585146 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -82.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -35740.14000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Pinnacle Financial Partners, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US72346Q1040 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -600.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -51528.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Torex Gold Resources, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA8910546032 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1800.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 26497.36000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Qualys, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US74758T3032 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 754.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 125819.98000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Magellan Financial Group Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU000000MFG4 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7374.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 47524.09000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Liberty Latin America Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | BMG9001E1286 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3160.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 22088.40000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Marcus & Millichap, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US5663241090 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1248.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 42644.16000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Yangzijiang Shipbuilding Holdings Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | SG1U76934819 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23700.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 33524.90000000 |
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. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US49714P1084 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -272.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -142729.28000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Atlas Arteria Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU0000013559 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -79510.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -276161.66000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Heidelberg Materials AG |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | DE0006047004 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 771.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 84801.32000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Kesko OYJ |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | FI0009000202 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 324.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 6052.41000000 |
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. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US91680M1071 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -117.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -3146.13000000 |
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. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US1091941005 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -96.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -10882.56000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Tabcorp Holdings Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU000000TAH8 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 200820.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 98802.59000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Navitas Semiconductor Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US63942X1063 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4675.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -22299.75000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Anglo American PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00B1XZS820 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2988.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -73608.30000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Hokkaido Electric Power Co., Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3850200001 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 26000.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 141576.17000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Intel Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US4581401001 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1213.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -53578.21000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Topgolf Callaway Brands Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US1311931042 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8130.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -131462.10000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | New Fortress Energy, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US6443931000 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2028.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -62036.52000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Hargreaves Lansdown PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00B1VZ0M25 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 35044.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 325538.52000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Exxon Mobil Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US30231G1022 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -804.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -93456.96000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Air Products & Chemicals, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US0091581068 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -308.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -74619.16000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | First Interstate BancSystem, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US32055Y2019 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -217.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -5904.57000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | FedEx Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US31428X1063 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -83.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -24048.42000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Transocean Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CH0048265513 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -22055.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -138505.40000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Vistry Group PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB0001859296 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -7809.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -121230.37000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | DCC PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | IE0002424939 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4880.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 354775.15000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | TC Energy Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA87807B1076 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -7600.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -305447.57000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Weir Group PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB0009465807 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1724.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -43997.63000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Rinnai Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3977400005 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1700.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -38912.01000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Toro Co. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US8910921084 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 629.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 57635.27000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Smith & Wesson Brands, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US8317541063 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4619.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 80185.84000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ARS Pharmaceuticals, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US82835W1080 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 736.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 7521.92000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LVMH Moet Hennessy Louis Vuitton SE |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | FR0000121014 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -240.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -215864.92000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Floor & Decor Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US3397501012 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2565.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -332475.30000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Nestle SA |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CH0038863350 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1162.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -123370.29000000 |
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. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US3021301094 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3608.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 438624.56000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Sodexo SA |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | FR0000121220 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 827.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 70912.76000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Delek U.S. Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US24665A1034 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2802.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 86133.48000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Viking Therapeutics, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US92686J1060 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -390.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -31980.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | BlueLinx Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US09624H2085 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 282.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 36727.68000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | BioArctic AB |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | SE0010323311 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 733.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 14750.39000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Clorox Co. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US1890541097 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1018.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 155865.98000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Tokai Rika Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3566600007 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2100.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 35873.96000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Hulic Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3360800001 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 16800.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 172017.44000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Mullen Group Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA6252841045 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5700.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 61100.73000000 |
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). | -309.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -72624.27000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | KYB Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3220200004 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1100.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 37204.39000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Lonza Group AG |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CH0013841017 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -53.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -31746.52000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | BrightSpire Capital, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US10949T1097 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2931.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 20194.59000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | TransMedics Group, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US89377M1099 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -498.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -36822.12000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Gladstone Commercial Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US3765361080 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4094.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 56660.96000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Boot Barn Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US0994061002 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -967.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -92010.05000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Pliant Therapeutics, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US7291391057 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5411.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -80623.90000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | AnaptysBio, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US0327241065 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 844.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 19006.88000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Hazama Ando Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3767810009 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3800.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 29520.41000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Jardine Cycle & Carriage Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | SG1B51001017 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1100.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 19690.43000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Rollins, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US7757111049 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2452.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 113454.04000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Neurocrine Biosciences, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US64125C1099 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 802.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 110611.84000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Deluxe Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US2480191012 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1112.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 22896.08000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Centerra Gold, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA1520061021 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1200.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 7087.22000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Kuehne & Nagel International AG |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CH0025238863 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 187.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 52045.24000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Enagas SA |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | ES0130960018 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 18351.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 272519.12000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Pfizer, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US7170811035 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8549.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -237234.75000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Industrial & Infrastructure Fund Investment Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3046500009 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -170.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -154188.14000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CommVault Systems, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US2041661024 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 222.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 22517.46000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Jaccs Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3388600003 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1200.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 43440.35000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Model N, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US6075251024 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -353.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -10049.91000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SunCoke Energy, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US86722A1034 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10630.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 119800.10000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | RH |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US74967X1037 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -48.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -16716.48000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Accelleron Industries AG |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CH1169360919 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2401.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 89932.67000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Yokogawa Electric Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3955000009 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1100.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 25236.49000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Deutsche Boerse AG |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | DE0005810055 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1412.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -288900.68000000 |
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. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US55024U1097 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -74.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -3503.90000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Enerpac Tool Group Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US2927651040 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 866.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 30881.56000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Pool Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US73278L1052 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 430.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 173505.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Micronics Japan Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3750400008 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 800.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 43598.89000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Manhattan Associates, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US5627501092 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1692.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 423389.16000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Basic-Fit NV |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | NL0011872650 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -79.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -1762.54000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Xylem, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US98419M1009 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -859.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -111017.16000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | GNI Group Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3386370005 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 900.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 17865.64000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Kinross Gold Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA4969024047 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 53200.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 326375.55000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SBI Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3436120004 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2900.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -75766.28000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Imperial Oil Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA4530384086 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 500.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 34487.47000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Tyler Technologies, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US9022521051 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 438.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 186154.38000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Universal Insurance Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US91359V1070 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 472.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 9591.04000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Hyster-Yale Materials Handling, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US4491721050 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2122.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 136168.74000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Klepierre SA |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | FR0000121964 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4887.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 126536.15000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Block, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US8522341036 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2299.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -194449.42000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Biomea Fusion, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US09077A1060 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 579.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 8656.05000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ABC-Mart, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3152740001 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1200.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -22722.95000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | AGNC Investment Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US00123Q1040 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -14968.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -148183.20000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Keyera Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA4932711001 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1500.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 38636.45000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Hilltop Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US4327481010 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 242.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 7579.44000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Visa, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US92826C8394 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -69.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -19256.52000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Melrose Industries PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00BNGDN821 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7469.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 63443.69000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Siegfried Holding AG |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CH0014284498 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 24.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 24509.62000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | NewMarket Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US6515871076 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 325.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 206251.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Greenbrier Cos., Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US3936571013 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 419.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 21829.90000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | REVOLUTION Medicines, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US76155X1000 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1890.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -60914.70000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | DMC Global, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US23291C1036 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 637.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 12415.13000000 |
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. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US22160N1090 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -391.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -37770.60000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Immunovant, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US45258J1025 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 158.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 5104.98000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Hikma Pharmaceuticals PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00B0LCW083 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10691.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 258875.54000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Knowles Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US49926D1090 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3102.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 49942.20000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | AMERISAFE, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US03071H1005 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1645.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 82529.65000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Insteel Industries, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US45774W1080 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1670.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 63827.40000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Deutsche Telekom AG |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | DE0005557508 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5154.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -125108.83000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Japan Airport Terminal Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3699400002 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1700.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -67031.97000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Quebecor, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA7481932084 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 18100.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 396728.80000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Iridium Communications, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US46269C1027 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1418.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -37094.88000000 |
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. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US91307C1027 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 135.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 31012.20000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | API Group Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US00187Y1001 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3188.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -125192.76000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ADMA Biologics, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US0008991046 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6548.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 43216.80000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | UWM Holdings Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US91823B1098 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 18890.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 137141.40000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Covenant Logistics Group, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US22284P1057 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2044.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 94759.84000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | eXp World Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US30212W1009 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6021.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 62196.93000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | AAON, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US0003602069 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -410.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -36121.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | REGENXBIO, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US75901B1070 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1339.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 28212.73000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Paladin Energy Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU000000PDN8 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -44475.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -39705.53000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Kakaku.com, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3206000006 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5100.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -61737.02000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Noble Corp. PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00BMXNWH07 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3343.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -162102.07000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Bank of Nova Scotia |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA0641491075 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -400.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -20691.74000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Alector, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US0144421072 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3337.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 20088.74000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Xperi, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US98423J1016 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11514.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 138858.84000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Kingspan Group PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | IE0004927939 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -867.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -79000.75000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Miura Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3880800002 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1500.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -28968.49000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Frontdoor, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US35905A1097 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 414.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 13488.12000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Ginkgo Bioworks Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US37611X1000 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -29057.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -33706.12000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Advanced Drainage Systems, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US00790R1041 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -304.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -52360.96000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Viridian Therapeutics, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US92790C1045 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2061.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -36088.11000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Atrion Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US0499041053 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 113.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 52381.15000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Robert Half, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US7703231032 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2674.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 211994.72000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Snam SpA |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | IT0003153415 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -14500.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -68455.18000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Artivion, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US2289031005 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2790.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 59036.40000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Neogen Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US6404911066 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3321.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -52405.38000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | IDEXX Laboratories, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US45168D1046 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 19977.41000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | WD-40 Co. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US9292361071 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 220.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 55728.20000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Ethan Allen Interiors, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US2976021046 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1130.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 39064.10000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Freedom Holding Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US3563901046 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -470.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -33167.90000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Capstone Copper Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA14071L1085 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -18400.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -117092.76000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | eRex Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3130830007 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9300.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 42328.58000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | East West Bancorp, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US27579R1041 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2074.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -164074.14000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Forvia SE |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | FR0000121147 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -785.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -11903.14000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Keyence Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3236200006 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -700.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -324104.90000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | AddTech AB |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | SE0014781795 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1998.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -45507.51000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Innoviva, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US45781M1018 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8211.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 125135.64000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Viasat, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US92552V1008 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3145.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -56893.05000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SI-BONE, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US8257041090 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 531.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 8692.47000000 |
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. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US9197941076 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1657.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -13189.72000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Kforce, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US4937321010 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4966.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 350202.32000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Blue Bird Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US0953061068 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2213.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 84846.42000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Clover Health Investments Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US18914F1030 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 38974.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 30945.36000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Yancoal Australia Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU000000YAL0 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5270.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 17995.19000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Interface, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US4586653044 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1683.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 28308.06000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Flushing Financial Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US3438731057 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1286.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 16216.46000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Imperial Brands PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB0004544929 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5943.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 132766.92000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Lasertec Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3979200007 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -100.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -28359.10000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Sturm Ruger & Co., Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US8641591081 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2578.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 118974.70000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Lundin Gold, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA5503711080 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2100.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 29518.29000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Monadelphous Group Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU000000MND5 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14702.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 135852.33000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Credo Technology Group Holding Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | KYG254571055 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -916.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -19410.04000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | MediaAlpha, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US58450V1044 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2085.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 42471.45000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | MasterCraft Boat Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US57637H1032 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1151.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 27301.72000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Edenred SE |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | FR0010908533 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -163.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -8697.67000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Nomura Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3762600009 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8900.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -56687.67000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Choice Properties Real Estate Investment Trust |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA17039A1066 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2700.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 27467.42000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ACADIA Pharmaceuticals, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US0042251084 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1709.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 31599.41000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CyberArk Software Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | IL0011334468 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -140.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -37188.20000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Demant AS |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | DK0060738599 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1027.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 51045.33000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Husqvarna AB |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | SE0001662230 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11386.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 97478.80000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Daiwa House REIT Investment Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3046390005 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 25624.26000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Acadia Healthcare Co., Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US00404A1097 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1363.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -107976.86000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ChargePoint Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US15961R1059 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4876.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -9264.40000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Teleflex, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US8793691069 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 353.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 79838.01000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Hang Lung Properties Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | HK0101000591 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 70000.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 71726.99000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Asics Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3118000003 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1500.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -70412.21000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Healthcare Services Group, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US4219061086 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 997.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 12442.56000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | S&T Bancorp, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US7838591011 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 414.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 13281.12000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Nippon Telegraph & Telephone Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3735400008 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -56800.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -67538.64000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Hongkong Land Holdings Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | BMG4587L1090 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -21900.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -67233.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Antero Resources Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US03674X1063 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2737.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -79373.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Kronos Worldwide, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US50105F1057 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 965.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 11387.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Fresenius SE & Co. KGaA |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | DE0005785604 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1302.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -35116.56000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Grab Holdings Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | KYG4124C1096 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -43388.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -136238.32000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Cintas Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US1729081059 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 65.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 44656.95000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Proto Labs, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US7437131094 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1536.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 54912.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Dayforce, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US15677J1088 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2319.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -153540.99000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Volution Group PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00BN3ZZ526 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2090.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 11464.28000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Sun Communities, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US8666741041 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -823.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -105821.34000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | PTC Therapeutics, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US69366J2006 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 787.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 22893.83000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Nibe Industrier AB |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | SE0015988019 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -21206.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -104128.12000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Tamarack Valley Energy Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA87505Y4094 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -25500.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -72289.69000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Masco Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US5745991068 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2616.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 206350.08000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Gulfport Energy Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US4026355028 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 743.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 118969.16000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Vertiv Holdings Co. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US92537N1081 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 867.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 70807.89000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Freenet AG |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | DE000A0Z2ZZ5 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2368.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 66627.01000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Chubu Electric Power Co., Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3526600006 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9300.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 121303.01000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Interactive Brokers Group, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US45841N1072 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1338.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -149467.98000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Onex Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA68272K1030 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 200.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 14982.10000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Centerspace |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US15202L1070 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1514.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 86509.96000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Constellation Energy Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US21037T1097 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 552.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 102037.20000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | G-III Apparel Group Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US36237H1014 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2948.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 85521.48000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Gibraltar Industries, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US3746891072 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 197.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 15864.41000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | JFE Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3386030005 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10400.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 171650.15000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Resources Connection, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US76122Q1058 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4252.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 55956.32000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Azbil Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3937200008 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8800.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 242351.70000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Stelco Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA8585221051 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 500.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 16488.87000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Global Net Lease, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US3793782018 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4619.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -35889.63000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Admiral Group PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00B02J6398 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3469.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 124215.14000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | NextEra Energy Partners LP |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US65341B1061 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -420.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -12633.60000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Surgery Partners, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US86881A1007 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2467.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -73590.61000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Daito Trust Construction Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3486800000 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2300.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 261632.98000000 |
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. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US5494981039 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -11662.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -33236.70000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SCOR SE |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | FR0010411983 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 552.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 19098.49000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Amazon.com, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US0231351067 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -135.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -24351.30000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Vita Coco Co., Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US92846Q1076 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 884.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 21596.12000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Carlsberg AS |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | DK0010181759 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1024.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 140231.75000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Canadian Tire Corp. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA1366812024 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1900.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 189502.05000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Verve Therapeutics, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US92539P1012 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2542.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -33757.76000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Barrett Business Services, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US0684631080 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1963.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 248751.36000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Proximus SADP |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | BE0003810273 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4823.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 39014.29000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Best Buy Co., Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US0865161014 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2269.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 186126.07000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Dexus |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU000000DXS1 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2450.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 12628.65000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Redfin Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US75737F1084 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2304.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 15321.60000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Ivanhoe Electric, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US46578C1080 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -10905.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -106869.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Nickel Industries Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU0000018236 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -52162.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -27533.01000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ABN AMRO Bank NV |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | NL0011540547 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1339.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 22896.59000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | REX American Resources Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US7616241052 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1259.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 73915.89000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Globus Medical, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US3795772082 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1726.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -92582.64000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Great Lakes Dredge & Dock Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US3906071093 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1257.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 10998.75000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Worldline SA |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | FR0011981968 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10973.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 135902.77000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Howard Hughes Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US44267T1025 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -496.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -36019.52000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Sanrio Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3343200006 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4800.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -91954.02000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ACS Actividades de Construccion y Servicios SA |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | ES0167050915 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5052.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 211364.56000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Fair Isaac Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US3032501047 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 202.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 252421.22000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | AMC Networks, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US00164V1035 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3633.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 44068.29000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Terns Pharmaceuticals, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US8808811074 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2180.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -14300.80000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Hirose Electric Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3799000009 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 700.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 71673.93000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | WW Grainger, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US3848021040 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 18.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 18311.40000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Assurant, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US04621X1081 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 814.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 153227.36000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | NEL ASA |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | NO0010081235 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -43004.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -19169.70000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Great-West Lifeco, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA39138C1068 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2100.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -67160.31000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Apple, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US0378331005 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -287.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -49214.76000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Ramaco Resources, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US75134P6007 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2000.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 33680.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Kaiser Aluminum Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US4830077040 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 442.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 39497.12000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Cleanaway Waste Management Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU000000CWY3 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -35157.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -62315.36000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Check Point Software Technologies Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | IL0010824113 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1227.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 201240.27000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Mitsui Chemicals, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3888300005 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4800.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 140340.86000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Canadian Utilities Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA1367178326 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 800.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 18220.07000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Kadokawa Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3214350005 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2800.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -49015.72000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Cloudflare, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US18915M1071 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1100.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -106513.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | AltaGas Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA0213611001 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2900.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 64056.70000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Sayona Mining Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU000000SYA5 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -383350.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -9742.59000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | WEX, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US96208T1043 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -941.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -223515.73000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Axsome Therapeutics, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US05464T1043 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -463.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -36947.40000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Kering SA |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | FR0000121485 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -297.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -117385.29000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Capri Holdings Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | VGG1890L1076 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -145.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -6568.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Inspire Medical Systems, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US4577301090 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -266.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -57134.14000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | TopBuild Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US89055F1030 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -143.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -63024.39000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Furukawa Electric Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3827200001 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2200.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 46258.42000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Zumiez, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US9898171015 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 405.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 6151.95000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Teradyne, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US8807701029 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1755.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 198016.65000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Warner Bros Discovery, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US9344231041 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -27835.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -242999.55000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | AZEK Co., Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US05478C1053 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1010.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -50722.20000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Manitowoc Co., Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US5635714059 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5634.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 79664.76000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Lovisa Holdings Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU000000LOV7 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1356.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -29486.98000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Stockland |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU000000SGP0 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 97395.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 307817.16000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CONSOL Energy, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US20854L1089 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 731.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 61228.56000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Essex Property Trust, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US2971781057 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 275.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 67322.75000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Mitsubishi Materials Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3903000002 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4200.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 78795.09000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | FANUC Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3802400006 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3700.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -103144.40000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Franklin Covey Co. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US3534691098 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 755.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 29641.30000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | NETGEAR, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US64111Q1040 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4970.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 78376.90000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Deckers Outdoor Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US2435371073 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 160.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 150601.60000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Hexcel Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US4282911084 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -341.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -24841.85000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Plug Power, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US72919P2020 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3422.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -11771.68000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | DSM-Firmenich AG |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CH1216478797 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4533.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -515450.96000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Shikoku Electric Power Co., Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3350800003 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4300.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 33504.10000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Dave & Buster's Entertainment, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US2383371091 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -121.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -7574.60000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | AUB Group Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU000000AUB9 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2468.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -47830.02000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Hubbell, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US4435106079 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 310.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 128665.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Hackett Group, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US4046091090 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7320.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 177876.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | TFI International, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA87241L1094 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1700.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 271086.34000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | BW LPG Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | BMG173841013 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6139.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 68421.59000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | REV Group, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US7495271071 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7389.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 163223.01000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Experian PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00B19NLV48 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2008.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -87538.06000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Clear Secure, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US18467V1098 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2141.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -45539.07000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Hays PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB0004161021 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 16100.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 19192.82000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Seven & i Holdings Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3422950000 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -29800.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -433082.31000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | MasTec, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US5763231090 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1282.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -119546.50000000 |
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. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US3755581036 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1580.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 115735.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Steel Dynamics, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US8581191009 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 509.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 75449.07000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Accel Entertainment, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US00436Q1067 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2188.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 25796.52000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Neste OYJ |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | FI0009013296 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4430.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -119960.56000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Orix JREIT, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3040880001 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -68.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -73938.43000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Russel Metals, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA7819036046 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2100.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 69873.39000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Illinois Tool Works, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US4523081093 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 61.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 16368.13000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | RS Group PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB0003096442 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -15495.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -142140.35000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Universal Music Group NV |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | NL0015000IY2 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1651.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 49659.33000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Banco BPM SpA |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | IT0005218380 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23050.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 153382.68000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Medifast, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US58470H1014 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4805.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 184127.60000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Rentokil Initial PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00B082RF11 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -58797.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -350051.49000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EZCORP, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US3023011063 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5706.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 64648.98000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Relo Group, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3755200007 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5000.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -40576.69000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Viatris, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US92556V1061 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23911.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 285497.34000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Aptiv PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JE00B783TY65 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3208.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -255517.20000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Panasonic Holdings Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3866800000 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2500.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -23756.44000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Japan Real Estate Investment Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3027680002 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 46.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 163786.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Tradeweb Markets, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US8926721064 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 414.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 43126.38000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Honeywell International, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US4385161066 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -35.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -7183.75000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Warby Parker, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US93403J1060 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -859.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -11690.99000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Empire Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA2918434077 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1100.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 26863.53000000 |
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. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US1714841087 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3065.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -379293.75000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Trend Micro, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3637300009 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1100.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 55697.58000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Estee Lauder Cos., Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US5184391044 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -177.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -27284.55000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | NIDEC Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3734800000 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -800.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -32892.06000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Adobe, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US00724F1012 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 33.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 16651.80000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Evolus, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US30052C1071 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3551.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 49714.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Ultra Clean Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US90385V1070 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1046.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 48053.24000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Norsk Hydro ASA |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | NO0005052605 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8402.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 46172.22000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Deliveroo PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00BNC5T391 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23066.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 34440.38000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Burberry Group PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB0031743007 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1021.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 15631.38000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Coherent Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US19247G1076 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2499.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -151489.38000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Advanced Micro Devices, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US0079031078 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1075.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -194026.75000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Air Lease Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US00912X3026 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2871.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -147684.24000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Cognizant Technology Solutions Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US1924461023 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 408.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 29902.32000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Hannon Armstrong Sustainable Infrastructure Capital, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US41068X1000 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2487.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -70630.80000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Hexagon AB |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | SE0015961909 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -22504.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -266373.02000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Trican Well Service Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA8959451037 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 36900.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 113052.31000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Fidelity National Information Services, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US31620M1062 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 450.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 33381.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | McKesson Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US58155Q1031 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 428.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 229771.80000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Morningstar, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US6177001095 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -275.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -84801.75000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Cactus, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US1272031071 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1456.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -72931.04000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | TFS Financial Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US87240R1077 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2140.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -26878.40000000 |
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. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US78409V1044 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -190.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -80835.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Procore Technologies, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US74275K1088 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1537.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -126295.29000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Sage Group PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00B8C3BL03 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7233.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 115529.13000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | IAMGOLD Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA4509131088 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2700.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 9009.63000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Opendoor Technologies, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US6837121036 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7022.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 21276.66000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Pandora AS |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | DK0060252690 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 876.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 141391.62000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Vicinity Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU000000VCX7 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 43506.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 60386.96000000 |
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. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US74251V1026 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -429.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -37026.99000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Worthington Enterprises, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US9818111026 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 256.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 15930.88000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Yoshinoya Holdings Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3958000006 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2800.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 62388.69000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CLP Holdings Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | HK0002007356 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 24000.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 191186.80000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Helvetia Holding AG |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CH0466642201 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 187.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 25773.80000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Coherus Biosciences, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US19249H1032 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5223.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 12482.97000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Mister Car Wash, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US60646V1052 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -573.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -4440.75000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | MSC Industrial Direct Co., Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US5535301064 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 352.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 34158.08000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Takeda Pharmaceutical Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3463000004 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3900.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -108281.81000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Schindler Holding AG |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CH0024638212 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 195.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 47568.89000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Patrick Industries, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US7033431039 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 168.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 20070.96000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Cogent Biosciences, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US19240Q2012 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2011.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -13513.92000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Dollar General Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US2566771059 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -228.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -35581.68000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Enovix Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US2935941078 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2272.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -18198.72000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Nippon Light Metal Holdings Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3700200003 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6500.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 76859.56000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Power Corp. of Canada |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA7392391016 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -900.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -25234.95000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Ferrovial SE |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | NL0015001FS8 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3087.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -122159.43000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Easterly Government Properties, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US27616P1030 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3849.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 44301.99000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | STMicroelectronics NV |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | NL0000226223 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -795.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -34238.81000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | abrdn PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00BF8Q6K64 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 54911.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 97790.63000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Molson Coors Beverage Co. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US60871R2094 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3153.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 212039.25000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Central Garden & Pet Co. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US1535272058 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 607.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 22410.44000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Land Securities Group PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00BYW0PQ60 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1531.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 12718.74000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | OFG Bancorp |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | PR67103X1020 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 491.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 18073.71000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CoreCivic, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US21871N1019 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2791.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 43567.51000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Energizer Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US29272W1099 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 217.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 6388.48000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Eurofins Scientific SE |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | FR0014000MR3 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1097.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 69921.08000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | RingCentral, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US76680R2067 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1982.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 68854.68000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | GEA Group AG |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | DE0006602006 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2883.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 121893.61000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Hysan Development Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | HK0014000126 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -58000.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -93518.51000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Wacom Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3993400005 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5700.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 24361.87000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Whitecap Resources, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA96467A2002 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -11800.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -89291.65000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Akamai Technologies, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US00971T1016 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1901.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 206752.76000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Roku, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US77543R1023 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 60.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 3910.20000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Kansai Electric Power Co., Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3228600007 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6300.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 89435.20000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Jabil, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US4663131039 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 550.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 73672.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Akero Therapeutics, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US00973Y1082 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1338.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -33797.88000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Orsted AS |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | DK0060094928 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1312.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -73313.01000000 |
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. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US7841171033 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4538.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 326282.20000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | MercadoLibre, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US58733R1023 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -38.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -57454.48000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Orkla ASA |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | NO0003733800 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10917.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 77103.69000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Toromont Industries Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA8911021050 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 100.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 9623.12000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Simpson Manufacturing Co., Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US8290731053 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -231.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -47396.58000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Chegg, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US1630921096 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1967.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 14890.19000000 |
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. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US7181721090 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -882.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -80808.84000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Industria de Diseno Textil SA |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | ES0148396007 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1471.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -74064.74000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | TKO Group Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US87256C1018 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1622.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -140157.02000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Dick's Sporting Goods, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US2533931026 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 310.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 69706.60000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SUMCO Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3322930003 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6600.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 103830.76000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Prudential PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB0007099541 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -18954.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -177746.31000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Electronic Arts, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US2855121099 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1296.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 171940.32000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Visional, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3800270005 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -700.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -44761.53000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Osisko Gold Royalties Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA68827L1013 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2200.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 36104.98000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | United Parcel Service, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US9113121068 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -746.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -110877.98000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Meyer Burger Technology AG |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CH0108503795 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -20304.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -562.84000000 |
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. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US6951561090 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 520.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 98685.60000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Bumble, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US12047B1052 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -6127.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -69541.45000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | News Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US65249B1098 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1484.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 38851.12000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Veris Residential, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US5544891048 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1343.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 20427.03000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Dyne Therapeutics, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US26818M1080 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 605.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 17175.95000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Artis Real Estate Investment Trust |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA04315L1058 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2900.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 13680.56000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | FTAI Aviation Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | KYG3730V1059 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2759.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 185680.70000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | John B Sanfilippo & Son, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US8004221078 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2658.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 281535.36000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Sands China Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | KYG7800X1079 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -40400.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -113815.18000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Uranium Energy Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US9168961038 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5467.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -36902.25000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | DocMorris AG |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CH0042615283 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 108.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 10843.71000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Singapore Exchange Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | SG1J26887955 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 21800.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 148696.91000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Zurn Elkay Water Solutions Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US98983L1089 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5687.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -190343.89000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Hannover Rueck SE |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | DE0008402215 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 163.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 44613.79000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Community Health Systems, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US2036681086 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2408.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 8428.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Tokyo Electric Power Co. Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3585800000 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10100.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 61261.86000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | GXO Logistics, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US36262G1013 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1327.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -71339.52000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | WESCO International, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US95082P1057 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -265.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -45389.20000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Sphere Entertainment Co. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US55826T1025 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 250.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 12270.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | AGL Energy Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU000000AGL7 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7971.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 43320.48000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Onward Holdings Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3203500008 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 21300.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 75277.45000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Genworth Financial, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US37247D1063 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1553.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 9985.79000000 |
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. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US0995021062 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 783.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 116228.52000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Subaru Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3814800003 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1000.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 22631.79000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | MongoDB, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US60937P1066 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -111.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -39809.04000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Microsoft Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US5949181045 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -39.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -16408.08000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Matthews International Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US5771281012 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 512.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 15912.96000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Deterra Royalties Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU0000107484 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 113313.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 364033.28000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Nordea Bank Abp |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | FI4000297767 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3166.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -35761.74000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Seacoast Banking Corp. of Florida |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US8117078019 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -807.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -20489.73000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Regal Rexnord Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US7587501039 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1664.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -299686.40000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | IGM Financial, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA4495861060 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1000.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 25787.16000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | RCI Hospitality Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US74934Q1085 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -503.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -29174.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Greif, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US3976241071 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 111.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 7664.55000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | F5, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US3156161024 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 807.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 152999.13000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Toyota Motor Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3633400001 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3200.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -80454.49000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Schindler Holding AG - n=Non-Voting Shares |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CH0024638196 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 615.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 154866.66000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Masterbrand, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US57638P1049 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6417.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 120254.58000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Geron Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US3741631036 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -7563.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -24957.90000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Marathon Petroleum Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US56585A1025 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 315.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 63472.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Lawson, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3982100004 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3400.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -232124.46000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | U.S. Bancorp |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US9029733048 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1298.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -58020.60000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Hosiden Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3845800006 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1000.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 12676.71000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Digital Garage, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3549070005 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2000.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -43334.65000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Shockwave Medical, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US82489T1043 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -208.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -67731.04000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | APA Group |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU000000APA1 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -11010.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -60338.95000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Tellurian, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US87968A1043 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -18780.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -12421.09000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Arcturus Therapeutics Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US03969T1097 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 989.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 33398.53000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Dassault Aviation SA |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | FR0014004L86 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -251.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -55241.43000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Collegium Pharmaceutical, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US19459J1043 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 503.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 19526.46000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Swedish Orphan Biovitrum AB |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | SE0000872095 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1092.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 27259.19000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Humana, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US4448591028 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -110.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -38139.20000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Seagate Technology Holdings PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | IE00BKVD2N49 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 193.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 17958.65000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Bakkafrost P |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | FO0000000179 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1451.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -93152.17000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Shizuoka Financial Group, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3351500008 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1400.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 13280.49000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | UACJ Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3826900007 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1700.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 48457.52000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Marubeni Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3877600001 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2200.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 37938.30000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | La-Z-Boy, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US5053361078 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 925.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 34798.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ONE Gas, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US68235P1084 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 39.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 2516.67000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | GrainCorp Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU000000GNC9 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17341.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 93114.17000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Airbus SE |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | NL0000235190 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -965.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -177734.91000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Reece Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU000000REH4 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1256.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 22999.08000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | United Natural Foods, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US9111631035 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1817.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 20877.33000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Kennedy-Wilson Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US4893981070 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3375.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -28957.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Clearway Energy, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US18539C1053 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3298.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 70939.98000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Ecovyst, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US27923Q1094 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1218.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 13580.70000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Nikon Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3657400002 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -400.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -4029.59000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Standard Motor Products, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US8536661056 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4490.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 150639.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CK Infrastructure Holdings Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | BMG2178K1009 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2000.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 11703.23000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Adyen NV |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | NL0012969182 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -57.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -96423.29000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | GoDaddy, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US3802371076 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 228.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 27059.04000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Lattice Semiconductor Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US5184151042 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 550.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 43026.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Upbound Group, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US76009N1000 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 820.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 28872.20000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Match Group, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US57667L1070 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2845.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 103216.60000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Shin-Etsu Chemical Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3371200001 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3400.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -148370.99000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | InterContinental Hotels Group PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00BHJYC057 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 725.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 75419.13000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Fuji Electric Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3820000002 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 900.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 60047.56000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Geo Holdings Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3282400005 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 400.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 5012.55000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Ramelius Resources Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU000000RMS4 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 44883.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 54401.30000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Marriott Vacations Worldwide Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US57164Y1073 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -827.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -89092.71000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Tobu Railway Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3597800006 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3200.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 79820.32000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Texas Pacific Land Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US88262P1021 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -12.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -6942.12000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Cardinal Health, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US14149Y1082 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3419.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 382586.10000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | BE Semiconductor Industries NV |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | NL0012866412 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1292.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 197790.73000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Dentsu Group, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3551520004 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -900.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -24910.82000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Nippon Paint Holdings Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3749400002 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -18800.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -134684.90000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Occidental Petroleum Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US6745991058 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -148.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -9618.52000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ARC Resources Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA00208D4084 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17000.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 303089.59000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Affirm Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US00827B1061 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2517.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -93783.42000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Cerence, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US1567271093 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 859.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 13529.25000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Chart Industries, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US16115Q3083 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1133.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -186627.76000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Ageas SA |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | BE0974264930 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3471.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 160722.01000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Plains GP Holdings LP |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US72651A2078 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11175.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 203943.75000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | PC Connection, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US69318J1007 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3524.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 232337.32000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | GLP J-Reit |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3047510007 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 83.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 69523.05000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ARES Commercial Real Estate Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US04013V1089 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1424.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 10608.80000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Archer-Daniels-Midland Co. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US0394831020 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2061.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 129451.41000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Odakyu Electric Railway Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3196000008 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12400.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 170502.05000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Deere & Co. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US2441991054 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -122.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -50110.28000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | National Health Investors, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US63633D1046 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 447.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 28085.01000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Granite Construction, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US3873281071 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 206.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 11768.78000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Mitsui Mining & Smelting Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3888400003 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1200.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 36615.14000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Pagegroup PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB0030232317 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7416.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 41989.42000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Zealand Pharma AS |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | DK0060257814 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 595.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 58934.69000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Airbnb, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US0090661010 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -793.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -130813.28000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Alcon, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CH0432492467 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1138.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -94310.72000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Thermon Group Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US88362T1034 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3934.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 128720.48000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | iA Financial Corp., Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA45075E1043 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 700.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 43486.77000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Stifel Financial Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US8606301021 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -817.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -63864.89000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Ryan Specialty Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US78351F1075 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -704.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -39072.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Vaxcyte, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US92243G1085 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -810.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -55331.10000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | AMN Healthcare Services, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US0017441017 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 895.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 55946.45000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | JMDC, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3386690006 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1800.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -43412.60000000 |
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. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US3434981011 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -451.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -10711.25000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | AEM Holdings Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | SG1BA1000003 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 25700.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 41683.39000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | WH Smith PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00B2PDGW16 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4309.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -71626.41000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Patterson Cos., Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US7033951036 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3127.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 86461.55000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | National HealthCare Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US6359061008 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2098.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 198281.98000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Protagonist Therapeutics, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US74366E1029 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 985.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 28496.05000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EDP Renovaveis SA |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | ES0127797019 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8332.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -112766.72000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Fuji Soft, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3816600005 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 900.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 35552.91000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Prologis, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US74340W1036 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2254.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -293515.88000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Papa John's International, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US6988131024 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 403.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 26839.80000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Hawkins, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US4202611095 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1767.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 135705.60000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Verisk Analytics, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US92345Y1064 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1587.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 374103.51000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Robinhood Markets, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US7707001027 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -7090.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -142721.70000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ScanSource, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US8060371072 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3757.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 165458.28000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | London Stock Exchange Group PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00B0SWJX34 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -862.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -103248.65000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Olympic Steel, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US68162K1060 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3571.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 253112.48000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Chevron Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US1667641005 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -828.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -130608.72000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Hertz Global Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US42806J7000 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4876.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -38179.08000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Roche Holding AG |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CH0012032113 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 401.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 108047.90000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Otis Worldwide Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US68902V1070 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2361.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 234376.47000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Ameresco, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US02361E1082 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -228.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -5501.64000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Rubis SCA |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | FR0013269123 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2529.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 89328.19000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CSL Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU000000CSL8 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2126.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -398886.67000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Global Medical REIT, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US37954A2042 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8127.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 71111.25000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Golden Ocean Group Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | BMG396372051 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1024.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -12893.73000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Helia Group Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU0000251498 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 136328.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 347357.16000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Virgin Galactic Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US92766K1060 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4410.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -6526.80000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Safran SA |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | FR0000073272 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -120.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -27193.49000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Iberdrola SA |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | ES0144580Y14 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5856.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -72622.48000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Porsche Automobil Holding SE |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | DE000PAH0038 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2115.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -112080.42000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LeMaitre Vascular, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US5255582018 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 256.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 16988.16000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Arlo Technologies, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US04206A1016 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5187.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 65615.55000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | OneSpan, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US68287N1000 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5563.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 64697.69000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SITC International Holdings Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | KYG8187G1055 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 118000.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 215589.82000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CVR Energy, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US12662P1084 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1247.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 44468.02000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | UPM-Kymmene OYJ |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | FI0009005987 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2070.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -68939.48000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Smartsheet, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US83200N1037 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -694.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -26719.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Pegasystems, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US7055731035 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 231.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 14931.84000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Colliers International Group, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA1946931070 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -400.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -48892.99000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | RxSight, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US78349D1072 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 834.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 43017.72000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Ramsay Health Care Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU000000RHC8 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -7607.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -280125.83000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | JELD-WEN Holding, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US47580P1030 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 968.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 20550.64000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Computershare Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU000000CPU5 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -294.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -5002.29000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Okta, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US6792951054 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -65.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -6800.30000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Alkermes PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | IE00B56GVS15 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1287.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 34839.09000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Kaga Electronics Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3206200002 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1400.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 59281.28000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Old Second Bancorp, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US6802771005 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3077.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 42585.68000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Suzuki Motor Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3397200001 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 800.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 9094.99000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Campbell Soup Co. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US1344291091 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 376.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 16713.20000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Bel Fuse, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US0773473006 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1887.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 113804.97000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ADT, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US00090Q1031 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -11550.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -77616.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Trade Desk, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US88339J1051 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2652.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -231837.84000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | RBC Bearings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US75524B1044 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -138.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -37308.30000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Standex International Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US8542311076 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 159.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 28972.98000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Zscaler, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US98980G1022 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -23.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -4430.49000000 |
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. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US5528481030 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2741.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 61288.76000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | DXP Enterprises, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US2333774071 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 375.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 20148.75000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Rexford Industrial Realty, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US76169C1009 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4176.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -210052.80000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Getinge AB |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | SE0000202624 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4615.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 92869.11000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Reply SpA |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | IT0005282865 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -34.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -4812.53000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Fairfax Financial Holdings Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA3039011026 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 100.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 107792.26000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Whitestone REIT |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US9660842041 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5427.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 68108.85000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Vail Resorts, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US91879Q1094 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 215.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 47908.45000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Nippon Accommodations Fund, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3046440008 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 60391.07000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Apogee Enterprises, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US0375981091 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 553.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 32737.60000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Permian Resources Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US71424F1057 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -15622.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -275884.52000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Kyndryl Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US50155Q1004 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 399.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 8682.24000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | 888 Holdings PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GI000A0F6407 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2338.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -2611.55000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | United Arrows Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3949400000 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2900.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 37318.01000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Glacier Bancorp, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US37637Q1058 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -570.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -22959.60000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Walt Disney Co. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US2546871060 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -934.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -114284.24000000 |
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. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US6795801009 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 340.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 74565.40000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ODP Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US88337F1057 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2039.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 108168.95000000 |
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. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US4601461035 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 707.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 27587.14000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | MEIJI Holdings Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3918000005 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1900.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 41418.95000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Oscar Health, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US6877931096 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 457.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 6795.59000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Jacobs Solutions, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US46982L1089 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 211.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 32437.03000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Qube Holdings Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU000000QUB5 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4532.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 10070.68000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Agree Realty Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US0084921008 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1820.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -103958.40000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Steelcase, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US8581552036 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6198.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 81069.84000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Cencora, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US03073E1055 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 869.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 211158.31000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Tullow Oil PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB0001500809 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 62010.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 24387.66000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Marcus Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US5663301068 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7565.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 107876.90000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | J D Wetherspoon PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB0001638955 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5737.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 53257.21000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Digital Turbine, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US25400W1027 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10564.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 27677.68000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Zensho Holdings Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3429300001 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1400.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 58217.73000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Phoenix Group Holdings PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00BGXQNP29 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3524.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -24578.63000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Diversified Healthcare Trust |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US25525P1075 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7650.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 18819.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Genus PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB0002074580 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1299.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 28937.75000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Next PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB0032089863 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1852.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 215798.13000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Elekta AB |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | SE0000163628 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2083.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 15704.23000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Columbia Banking System, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US1972361026 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8052.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -155806.20000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Square Enix Holdings Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3164630000 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2500.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 96148.76000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | WiseTech Global Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU000000WTC3 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2923.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -178953.43000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Mondelez International, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US6092071058 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -229.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -16030.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | MTR Corp. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | HK0066009694 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -33000.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -108778.70000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Lithia Motors, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US5367971034 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -92.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -27679.12000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Koninklijke KPN NV |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | NL0000009082 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17524.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 65527.38000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Dynavax Technologies Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US2681582019 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11752.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 145842.32000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Trimble, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US8962391004 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1759.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -113209.24000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Galaxy Entertainment Group Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | HK0027032686 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -16000.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -80338.32000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Life Time Group Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US53190C1027 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -945.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -14666.40000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Bellevue Gold Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU0000019374 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -77760.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -95517.30000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Origin Energy Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU000000ORG5 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 64263.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 385268.28000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Thryv Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US8860292064 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 831.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 18473.13000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Donnelley Financial Solutions, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US25787G1004 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2707.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 167861.07000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Seneca Foods Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US8170705011 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 442.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 25149.80000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Kirby Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US4972661064 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -889.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -84739.48000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Eurazeo SE |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | FR0000121121 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6402.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 561177.26000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Magnolia Oil & Gas Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US5596631094 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4171.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -108237.45000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Outokumpu OYJ |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | FI0009002422 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1154.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 5017.32000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Umicore SA |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | BE0974320526 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 16893.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 364409.10000000 |
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. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US87161C5013 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -857.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -34331.42000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | TIS, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3104890003 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5200.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 111089.97000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Blue Owl Capital, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US09581B1035 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3920.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -73931.20000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Cboe Global Markets, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US12503M1080 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1681.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 308850.13000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Rohto Pharmaceutical Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3982400008 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -200.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -3873.03000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Dowlais Group PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00BMWRZ071 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 33210.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 32694.48000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Benchmark Electronics, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US08160H1014 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1579.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 47385.79000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Lions Gate Entertainment Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA5359194019 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2151.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 21402.45000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Lennox International, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US5261071071 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 252.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 123167.52000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Peakstone Realty Trust |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US39818P7996 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1478.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 23840.14000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Valaris Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | BMG9460G1015 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1350.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -101601.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Banca Mediolanum SpA |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | IT0004776628 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3055.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -33552.12000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Adecco Group AG |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CH0012138605 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4923.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 194660.07000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Woodside Energy Group Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU0000224040 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -19944.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -396393.51000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Oracle Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3689500001 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 300.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 22483.15000000 |
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. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US2298991090 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -105.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -11819.85000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Domo, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US2575541055 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2434.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 21711.28000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SMC Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3162600005 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -100.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -56110.45000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Coinbase Global, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US19260Q1076 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -804.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -213156.48000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Pathward Financial, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US59100U1088 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 369.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 18627.12000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Nomura Real Estate Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3762900003 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5200.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 146436.78000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CNX Resources Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US12653C1080 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3705.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 87882.60000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Japan Metropolitan Fund Invest |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3039710003 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 99.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 61670.63000000 |
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. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US02209S1033 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 794.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 34634.28000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Western Digital Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US9581021055 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -402.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -27432.48000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Ormat Technologies, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US6866881021 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -310.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -20518.90000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Aker BP ASA |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | NO0010345853 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8758.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -219663.75000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Covestro AG |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | DE0006062144 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 608.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 33243.08000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | RTX Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US75513E1010 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1199.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -116938.47000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Hokuriku Electric Power Co. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3845400005 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1800.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 9523.19000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LendingClub Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US52603A2087 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1206.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -10600.74000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Builders FirstSource, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US12008R1077 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 807.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 168299.85000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Kiniksa Pharmaceuticals Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | BMG5269C1010 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2428.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 47904.44000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SMS Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3162350007 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3900.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -66842.05000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Spark New Zealand Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | NZTELE0001S4 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6259.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 17818.43000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Killam Apartment Real Estate Investment Trust |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA49410M1023 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3400.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 46636.89000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Crane Co. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US2244081046 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 630.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 85131.90000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | StoneX Group, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US8618961085 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1375.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 96607.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | OceanaGold Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA6752221037 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1900.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 4292.20000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | United Laboratories International Holdings Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | KYG8813K1085 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 84000.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 96160.68000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Parker-Hannifin Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US7010941042 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -75.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -41684.25000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Avidity Biosciences, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US05370A1088 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -800.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -20416.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Andersons, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US0341641035 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4127.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 236765.99000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | WSP Global, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA92938W2022 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -500.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -83333.95000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Winnebago Industries, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US9746371007 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1685.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 124690.00000000 |
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. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US20337X1090 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12854.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 16838.74000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | eBay, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US2786421030 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2900.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 153062.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Merus NV |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | NL0011606264 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 795.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 35798.85000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Metropolitan Bank Holding Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US5917741044 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1329.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 51166.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | u-blox Holding AG |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CH0033361673 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 157.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 15110.72000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Elastic NV |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | NL0013056914 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -301.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -30172.24000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Ligand Pharmaceuticals, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US53220K5048 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2194.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 160381.40000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | 1-800-Flowers.com, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US68243Q1067 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5266.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 57030.78000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Franklin BSP Realty Trust, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US35243J1016 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8261.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 110366.96000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Entain PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | IM00B5VQMV65 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -14397.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -144896.91000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Goodman Group |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU000000GMG2 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2267.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -49947.20000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Arch Resources, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US03940R1077 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 90.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 14471.10000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Casella Waste Systems, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US1474481041 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1681.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -166200.47000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | WW International, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US98262P1012 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13903.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 25720.55000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Huron Consulting Group, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US4474621020 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 741.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 71595.42000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Ventia Services Group Pty. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU0000184459 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 42514.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 106661.36000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Carter's, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US1462291097 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1817.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 153863.56000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Fortune Brands Innovations, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US34964C1062 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2553.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 216162.51000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Sumitomo Warehouse Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3407000003 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5400.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 90606.42000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Driven Brands Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US26210V1026 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -11411.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -180179.69000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Broadridge Financial Solutions, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US11133T1034 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 294.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 60228.84000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Datadog, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US23804L1035 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -320.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -39552.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | IRESS Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU000000IRE2 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2727.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 14731.74000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SIGA Technologies, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US8269171067 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4085.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 34967.60000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Boardwalk Real Estate Investment Trust |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA0966311064 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 700.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 40349.93000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Compass, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US20464U1007 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5843.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 21034.80000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Hess Midstream LP |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US4281031058 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 414.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 14957.82000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Keros Therapeutics, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US4923271013 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -732.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -48458.40000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | HCI Group, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US40416E1038 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 124.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 14393.92000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Kumiai Chemical Industry Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3267600009 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2600.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 14169.64000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Chatham Lodging Trust |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US16208T1025 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1176.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 11889.36000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Littelfuse, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US5370081045 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -515.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -124810.25000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Diageo PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB0002374006 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2786.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -102870.80000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Galp Energia SGPS SA |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | PTGAL0AM0009 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19943.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 329509.94000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Endeavor Group Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US29260Y1091 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1271.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -32702.83000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | WisdomTree, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US97717P1049 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1769.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 16257.11000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Swedbank AB |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | SE0000242455 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1245.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 24692.97000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Extra Space Storage, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US30225T1025 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -118.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -17346.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Boston Omaha Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US1010441053 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2627.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -40613.42000000 |
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. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US04280A1007 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -131.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -3746.60000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | GSK PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00BN7SWP63 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11676.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 251794.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | DaVita, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US23918K1088 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 369.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 50940.45000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Paycor HCM, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US70435P1021 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4004.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -77837.76000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Johnson Outdoors, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US4791671088 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 289.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 13325.79000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Frontier Communications Parent, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US35909D1090 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -906.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -22197.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Realty Income Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US7561091049 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4348.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -235226.80000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Betsson AB |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | SE0020845014 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4049.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 40058.77000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Asahi Yukizai Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3117200000 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 900.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 31153.39000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Drax Group PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00B1VNSX38 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20201.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 127840.39000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Nemetschek SE |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | DE0006452907 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 311.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 30774.11000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | A O Smith Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US8318652091 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2002.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 179098.92000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Waypoint REIT Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU0000088064 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 27534.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 45753.46000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Stanley Black & Decker, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US8545021011 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 667.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 65319.31000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Valvoline, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US92047W1018 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2616.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -116595.12000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | UBS Group AG |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CH0244767585 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5486.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -168743.85000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Beijer Ref AB |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | SE0015949748 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -7451.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -110679.09000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Viva Energy Group Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU0000016875 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 42320.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 102037.97000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ALS Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU000000ALQ6 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3019.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -25831.06000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Payoneer Global, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US70451X1046 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -863.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -4194.18000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Ashtead Group PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB0000536739 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -6201.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -441419.72000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Reliance, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US7595091023 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 781.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 260994.58000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Banque Cantonale Vaudoise |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CH0531751755 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 435.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 50549.43000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Open Up Group, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3635580008 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 800.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 10833.66000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Taiyo Yuden Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3452000007 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1700.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -40102.39000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Madrigal Pharmaceuticals, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US5588681057 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -223.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -59549.92000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | 89bio, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US2825591033 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -909.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -10580.76000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SEB SA |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | FR0000121709 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1451.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 185657.77000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Schneider National, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US80689H1023 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 327.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 7403.28000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ROBLOX Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US7710491033 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2852.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -108889.36000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SiTime Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US82982T1060 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -179.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -16688.17000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | NTT Data Group Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3165700000 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -26100.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -412844.83000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Cranswick PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB0002318888 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 406.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 20989.25000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Berkshire Hathaway, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US0846707026 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -63.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -26492.76000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Lightwave Logic, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US5322751042 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2993.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -14007.24000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | MPC Container Ships ASA |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | NO0010791353 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 60081.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 69608.82000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Nutrien Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA67077M1086 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1100.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -59760.81000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Dorian LPG Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | MHY2106R1100 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 786.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 30229.56000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CRH PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | IE0001827041 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -628.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -54120.78000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | PAL GROUP Holdings Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3781650001 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 700.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 11897.87000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Kongsberg Gruppen ASA |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | NO0003043309 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1233.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 85136.05000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Alight, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US01626W1018 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1534.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -15109.90000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Trex Co., Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US89531P1057 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -917.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -91470.75000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Tosoh Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3595200001 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2100.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 28445.30000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Elders Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU000000ELD6 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4749.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 29028.16000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Nippon Gas Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3695600001 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6100.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 102210.66000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Rio Tinto Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU000000RIO1 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 903.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 71648.45000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Davide Campari-Milano NV |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | NL0015435975 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -9533.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -95791.47000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Gildan Activewear, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA3759161035 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 500.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 18555.98000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Toyo Tanso Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3616000000 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 400.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 21191.70000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Bank of Georgia Group PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00BF4HYT85 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 129.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 8222.27000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ENEOS Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3386450005 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23300.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 111851.70000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SentinelOne, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US81730H1095 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1020.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -23776.20000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Coty, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US2220702037 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8025.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -95979.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | OraSure Technologies, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US68554V1089 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11863.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 72957.45000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | iTeos Therapeutics, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US46565G1040 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2961.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 40388.04000000 |
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. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US0537741052 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -386.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -47269.56000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Metallus, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US8873991033 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4552.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 101282.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Monday.com Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | IL0011762130 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -202.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -45625.74000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ModivCare, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US60783X1046 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1371.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 32149.95000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Filo Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA31729R1055 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8400.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -146661.25000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Kratos Defense & Security Solutions, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US50077B2079 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 496.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 9116.48000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Sunnova Energy International, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US86745K1043 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -261.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -1599.93000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Sinclair, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US8292421067 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5346.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 72010.62000000 |
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. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US65339F1012 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3554.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -227136.14000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Nitto Kogyo Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3682400001 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2700.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 74108.20000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | United Utilities Group PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00B39J2M42 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2297.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 29832.34000000 |
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. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US3635761097 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -537.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -134271.48000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | BRP, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA05577W2004 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1000.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 67144.07000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | DoorDash, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US25809K1051 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -314.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -43244.08000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CME Group, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US12572Q1058 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 391.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 84178.39000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Coca-Cola HBC AG |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CH0198251305 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2174.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 68680.16000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Sonic Automotive, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US83545G1022 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 266.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 15146.04000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Herc Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US42704L1044 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1216.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -204652.80000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Perella Weinberg Partners |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US71367G1022 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7606.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 107472.78000000 |
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. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US5926881054 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 84.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 111828.36000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | RioCan Real Estate Investment Trust |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA7669101031 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14900.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 203169.32000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | MEG Energy Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA5527041084 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10000.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 229596.54000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | KBR, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US48242W1062 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1677.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -106757.82000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | TOPPAN Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3629000005 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7600.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 189573.26000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Cie Financiere Richemont SA |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CH0210483332 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -636.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -96967.34000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | TrueBlue, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US89785X1019 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11411.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 142865.72000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Chuy's Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US1716041017 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1329.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 44827.17000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Canadian Apartment Properties REIT |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA1349211054 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 600.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 20592.82000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Tenable Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US88025T1025 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -624.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -30844.32000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Nomura Real Estate Master Fund, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3048110005 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 69.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 68188.66000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Enfusion, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US2928121043 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2386.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 22070.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Palantir Technologies, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US69608A1088 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -682.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -15692.82000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Magnachip Semiconductor Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US55933J2033 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2343.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 13073.94000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Medibank Pvt Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU000000MPL3 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 175513.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 430042.68000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Ryerson Holding Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US7837541041 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3106.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 104051.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Dundee Precious Metals, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA2652692096 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4300.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 32697.21000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Life Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3966600003 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2100.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 53755.45000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Mitie Group PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB0004657408 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 97186.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 128796.45000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Central Pacific Financial Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US1547604090 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1244.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 24569.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Graham Holdings Co. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US3846371041 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 87.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 66788.16000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Erie Indemnity Co. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US29530P1021 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 535.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 214839.95000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Flex Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | SG9999000020 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -150.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -4291.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Royal Bank of Canada |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA7800871021 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1000.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -100860.06000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SOITEC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | FR0013227113 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -107.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -11070.40000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CAR Group Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU000000CAR3 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5274.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -123999.83000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Aritzia, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA04045U1021 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -800.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -22088.52000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Phreesia, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US71944F1066 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 231.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 5527.83000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EQT AB |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | SE0012853455 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -14156.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -447797.23000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Sixt SE |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | DE0007231326 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -656.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -65429.23000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Radius Recycling, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US8068821060 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4987.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 105375.31000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Ambac Financial Group, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US0231398845 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5271.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 82385.73000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CapitaLand China Trust |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | SG1U25933169 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4700.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 2558.42000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Shoals Technologies Group, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US82489W1071 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1343.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -15014.74000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Clean Energy Fuels Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US1844991018 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -6511.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -17449.48000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Pharma Mar SA |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | ES0169501022 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1257.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 38974.73000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Snap-on, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US8330341012 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 294.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 87088.68000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Allegro MicroSystems, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US01749D1054 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2888.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -77860.48000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Simulations Plus, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US8292141053 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 850.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 34977.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SRE Holdings Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3161320001 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 500.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 13872.37000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Recruit Holdings Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3970300004 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2800.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -122613.29000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Heritage Commerce Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US4269271098 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2428.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 20832.24000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Metro, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA59162N1096 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 600.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 32211.44000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Varex Imaging Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US92214X1063 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10022.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 181398.20000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Sana Biotechnology, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US7995661045 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1136.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 11360.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Deutsche Post AG |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | DE0005552004 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2120.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -91292.06000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Fastenal Co. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US3119001044 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1828.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 141011.92000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | iRobot Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US4627261005 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4423.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 38745.48000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | North West Co., Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA6632782083 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 400.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 11590.57000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Westamerica BanCorp |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US9570901036 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2133.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 104261.04000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | NEXTDC Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU000000NXT8 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -15773.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -182854.09000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | IPH Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU000000IPH9 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -20372.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -83767.87000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Avantor, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US05352A1007 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1013.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 25902.41000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | RB Global, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA74935Q1072 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2800.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -213263.45000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Duolingo, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US26603R1068 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -296.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -65291.68000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | JB Hi-Fi Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU000000JBH7 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2784.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 116561.95000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Sembcorp Industries Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | SG1R50925390 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 48700.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 194763.93000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | MarketAxess Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US57060D1081 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 283.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 62047.75000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | HSBC Holdings PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB0005405286 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3394.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -26516.33000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Armada Hoffler Properties, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US04208T1088 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3096.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 32198.40000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Micron Technology, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US5951121038 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -441.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -51989.49000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CapitaLand Ascendas REIT |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | SG1M77906915 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13300.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 27284.58000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Temenos AG |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CH0012453913 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1702.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 121688.71000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Supermarket Income Reit PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00BF345X11 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -11080.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -10852.06000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | UMS Holdings Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | SG1J94892465 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 42600.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 42592.11000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SoftBank Group Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3436100006 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1200.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -71042.41000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | MiMedx Group, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US6024961012 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 16999.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 130892.30000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Employers Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US2922181043 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 431.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 19563.09000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | VICI Properties, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US9256521090 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2978.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -88714.62000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Service Corp. International |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US8175651046 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2080.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -154356.80000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Sarepta Therapeutics, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US8036071004 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -29.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -3754.34000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SiriusPoint Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | BMG8192H1060 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2036.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 25877.56000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Ventyx Biosciences, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US92332V1070 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -524.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -2882.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Downer EDI Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU000000DOW2 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14053.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 46703.95000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | HelloFresh SE |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | DE000A161408 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1296.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 9216.87000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Dropbox, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US26210C1045 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 21938.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 533093.40000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Biohaven Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | VGG1110E1079 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -430.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -23516.70000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Heidrick & Struggles International, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US4228191023 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1912.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 64357.92000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Crowdstrike Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US22788C1053 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -100.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -32059.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | HealthEquity, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US42226A1079 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -836.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -68242.68000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ACV Auctions, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US00091G1040 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -600.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -11262.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Japan Post Holdings Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3752900005 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -6200.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -62356.32000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Bayerische Motoren Werke AG |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | DE0005190037 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 714.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 76567.70000000 |
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). | 60.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 16500.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CS Disco, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US1263271058 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3224.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 26211.12000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ASML Holding NV |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | NL0010273215 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -95.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -91442.24000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Koppers Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US50060P1066 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1747.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 96381.99000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Fox Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US35137L1052 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1431.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 44747.37000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Calavo Growers, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US1282461052 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4080.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 113464.80000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Pulmonx Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US7458481014 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4258.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 39471.66000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Cameco Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA13321L1085 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -500.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -21645.56000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Leopalace21 Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3167500002 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10700.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 35906.99000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Antofagasta PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB0000456144 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -668.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -17191.14000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | AerCap Holdings NV |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | NL0000687663 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2129.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -185031.39000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SkyWest, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US8308791024 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1107.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 76471.56000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Flywire Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US3024921039 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2882.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -71502.42000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Anima Holding SpA |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | IT0004998065 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7068.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 33551.37000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EnerSys |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US29275Y1029 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 121.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 11429.66000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Owens & Minor, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US6907321029 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1510.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 41842.10000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Nippon Parking Development Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3728000005 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -20500.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -27355.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Impinj, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US4532041096 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -159.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -20417.19000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Carnival Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | PA1436583006 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -764.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -12483.76000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Suruga Bank Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3411000007 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10600.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 61619.76000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Evolution AB |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | SE0012673267 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -570.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -70855.94000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Pure Storage, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US74624M1027 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1718.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -89318.82000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Goldwin, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3306600002 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -600.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -38065.79000000 |
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. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US6293775085 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6760.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 457584.40000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Intellia Therapeutics, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US45826J1051 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4321.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -118870.71000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | PostNL NV |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | NL0009739416 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 35853.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 48814.17000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Crocs, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US2270461096 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -686.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -98646.80000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Snowflake, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US8334451098 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1312.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -212019.20000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | H Lundbeck AS |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | DK0061804770 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4975.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 23961.73000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Saia, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US78709Y1055 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -111.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -64935.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SmartGroup Corp. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU000000SIQ4 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19059.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 120596.24000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Middleby Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US5962781010 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -570.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -91650.30000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Aurinia Pharmaceuticals, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA05156V1022 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 570.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 2855.70000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Qorvo, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US74736K1016 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 851.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 97720.33000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Penn Entertainment, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US7075691094 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -501.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -9123.21000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Rakuten Group, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3967200001 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -47900.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -270857.44000000 |
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. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US5178341070 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3656.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -189015.20000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Tokyu REIT, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3044510000 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -16.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -17016.78000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SpartanNash Co. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US8472151005 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4842.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 97856.82000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Norwegian Cruise Line Holdings Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | BMG667211046 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4019.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -84117.67000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Daiwabo Holdings Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3505400006 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2500.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 41683.18000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | J Sainsbury PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00B019KW72 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23599.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 80539.92000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Sitio Royalties Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US82983N1081 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -9143.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -226014.96000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | A-Mark Precious Metals, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US00181T1079 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5624.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 172600.56000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Definity Financial Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA24477T1003 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 700.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 22293.75000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Trigano SA |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | FR0005691656 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 167.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 29367.37000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Global-e Online Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | IL0011741688 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2118.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -76989.30000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Olympus Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3201200007 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -500.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -7178.95000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Aeon Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3388200002 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -400.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -9470.21000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | VeriSign, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US92343E1029 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1356.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 256975.56000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Dream Finders Homes, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US26154D1000 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1832.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 80113.36000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ITM Power PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00B0130H42 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -38998.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -26441.69000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Firstgroup PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB0003452173 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 33717.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 76770.85000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Pennon Group PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00BNNTLN49 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2542.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 20774.29000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Landstar System, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US5150981018 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 193.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 37202.68000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Bio-Rad Laboratories, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US0905722072 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 262.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 90617.94000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Liberty Global Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | BMG611881274 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3675.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 64827.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Five Below, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US33829M1018 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1546.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -280413.48000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Pharming Group NV |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | NL0010391025 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 39805.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 43759.55000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SiteOne Landscape Supply, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US82982L1035 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -807.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -140861.85000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Yamaha Motor Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3942800008 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4700.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 43140.77000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Stewart Information Services Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US8603721015 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2538.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 165122.28000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Kingfisher PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB0033195214 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11248.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 35406.47000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Mercialys SA |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | FR0010241638 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11573.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 134718.87000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Avient Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US05368V1061 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2568.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -111451.20000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ImmunityBio, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US45256X1037 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2093.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -11239.41000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Sonova Holding AG |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CH0012549785 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 94.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 27214.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Mazda Motor Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3868400007 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14200.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 165235.17000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CH Robinson Worldwide, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US12541W2098 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5423.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 412907.22000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Magnite, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US55955D1000 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1458.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -15673.50000000 |
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. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US07831C1036 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 664.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 39195.92000000 |
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. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US9884981013 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 296.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 41040.40000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Rockwool AS |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | DK0010219153 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 487.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 160235.30000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | BJ's Wholesale Club Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US05550J1016 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -45.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -3404.25000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | BP PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB0007980591 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -14834.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -92808.57000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Harmonic Drive Systems, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3765150002 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -600.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -15893.78000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | RXO, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US74982T1034 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1759.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 38469.33000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | voestalpine AG |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AT0000937503 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1007.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 28246.45000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Glencore PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JE00B4T3BW64 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2022.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 11109.15000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | JB Hunt Transport Services, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US4456581077 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 626.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 124730.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Takeuchi Manufacturing Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3462660006 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1000.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 39899.59000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | BGC Group, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US0889291045 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5388.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 41864.76000000 |
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. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US74767V1098 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -9966.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -62686.14000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Heritage Financial Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US42722X1063 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1282.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 24857.98000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | TeamViewer SE |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | DE000A2YN900 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2549.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 37963.59000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Pacira BioSciences, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US6951271005 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1947.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 56891.34000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Travis Perkins PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00BK9RKT01 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 342.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 3148.49000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Obic Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3173400007 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -800.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -120570.75000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Orion OYJ |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | FI0009014377 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6237.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 232614.16000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Texas Instruments, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US8825081040 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -40.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -6968.40000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Forestar Group, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US3462321015 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2146.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 86247.74000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Industrivarden A |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | SE0000190126 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3471.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 119364.27000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Centrica PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00B033F229 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 306336.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 493548.40000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Macquarie Group Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU000000MQG1 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -132.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -17177.76000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LyondellBasell Industries NV |
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). | 240.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 24547.20000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Castellum AB |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | SE0000379190 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2777.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -36554.49000000 |
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. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US38526M1062 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 444.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 60477.24000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | FactSet Research Systems, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US3030751057 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 117.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 53163.63000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Randstad NV |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | NL0000379121 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2312.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 122021.20000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SSAB AB |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | SE0000171100 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8127.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 59980.66000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Advance Auto Parts, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US00751Y1064 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -184.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -15656.56000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Hermes International SCA |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | FR0000052292 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -80.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -204204.71000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Gray Television, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US3893751061 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2011.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 12709.52000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Yext, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US98585N1063 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5610.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 33828.30000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Shell PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00BP6MXD84 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -6806.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -225492.52000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Alexander & Baldwin, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US0144911049 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1257.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 20702.79000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Corteva, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US22052L1044 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4212.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -242906.04000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Freshpet, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US3580391056 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -591.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -68473.26000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | FirstService Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA33767E2024 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 400.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 66221.25000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Aspen Technology, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US29109X1063 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -939.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -200269.92000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Mesa Laboratories, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US59064R1095 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 132.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 14484.36000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Trelleborg AB |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | SE0000114837 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1993.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -71292.95000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Morgan Stanley |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US6174464486 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1679.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -158094.64000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Liontown Resources Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU000000LTR4 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -100553.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -76664.68000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Semtech Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US8168501018 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1100.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -30239.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | UniCredit SpA |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | IT0005239360 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 500.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 18974.27000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | UFP Technologies, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US9026731029 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 483.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 121812.60000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Rakuten Bank Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3967220009 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2800.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -55766.94000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Empire State Realty Trust, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US2921041065 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7071.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 71629.23000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Pharma Foods International Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3802310007 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 800.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 5020.48000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Ambarella, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | KYG037AX1015 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1183.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -60060.91000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Royal Caribbean Cruises Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | LR0008862868 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -193.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -26828.93000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Scout24 SE |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | DE000A12DM80 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5833.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 439624.19000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Gitlab, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US37637K1088 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -601.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -35050.32000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Morphic Holding, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US61775R1059 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -782.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -27526.40000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Replimune Group, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US76029N1063 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1845.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -15073.65000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Photronics, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US7194051022 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 501.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 14188.32000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Joby Aviation, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | KYG651631007 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -10116.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -54221.76000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Cimpress PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | IE00BKYC3F77 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 324.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 28677.24000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Isuzu Motors Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3137200006 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7600.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 102367.55000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Enhabit, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US29332G1022 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1879.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 21890.35000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Agnico Eagle Mines Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA0084741085 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -400.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -23851.46000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | PNM Resources, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US69349H1077 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2767.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -104149.88000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ONEOK, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US6826801036 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2020.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -161943.40000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Open House Group Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3173540000 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 700.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 22579.60000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Fisker, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US33813J1060 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4266.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -88.31000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Olaplex Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US6793691089 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1746.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -3352.32000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Kone OYJ |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | FI0009013403 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 838.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 39001.85000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Apartment Investment & Management Co. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US03748R7474 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1787.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 14635.53000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Cellnex Telecom SA |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | ES0105066007 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -7574.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -267770.52000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Diploma PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB0001826634 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2639.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -123972.87000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Serco Group PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB0007973794 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 22293.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 53376.09000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Aecon Group, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA00762V1094 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8300.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 104228.71000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Squarespace, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US85225A1079 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1252.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 45622.88000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | CDW Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US12514G1085 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 792.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 202577.76000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Graco, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US3841091040 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 642.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 60001.32000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Endeavour Mining PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00BL6K5J42 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -200.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -4063.34000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Tanger, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US8754651060 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1910.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 56402.30000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Sakata Seed Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3315000004 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -200.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -4894.97000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Yakult Honsha Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3931600005 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4700.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -95999.47000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Dip Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3548640006 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -400.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -7298.19000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Huntington Ingalls Industries, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US4464131063 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1103.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 321491.41000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Toho Holdings Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3602600003 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2700.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 64030.92000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Tesla, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US88160R1014 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -898.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -157859.42000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Shibaura Mechatronics Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3355000005 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 300.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 12643.68000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Fresh Del Monte Produce, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | KYG367381053 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 270.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 6995.70000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Movado Group, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US6245801062 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1953.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 54547.29000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Aspen Aerogels, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US04523Y1055 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1769.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -31134.40000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Daihen Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3497800007 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 100.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 6202.93000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Teleperformance SE |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | FR0000051807 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 181.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 17590.09000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | BKW AG |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CH0130293662 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2032.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 311835.45000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Fujitsu General Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3818400008 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -9600.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -118684.11000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Tele2 AB |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | SE0005190238 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 56298.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 462312.61000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EXOR NV |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | NL0012059018 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1531.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 170209.66000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Hitachi Construction Machinery Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3787000003 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 500.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 15021.80000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Mitek Systems, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US6067102003 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9813.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 138363.30000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Aryzta AG |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CH0043238366 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14179.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 25737.12000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | QuinStreet, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US74874Q1004 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 892.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 15752.72000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | McDonald's Holdings Co. Japan Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3750500005 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3900.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 175188.27000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Unitil Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US9132591077 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 164.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 8585.40000000 |
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. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US25754A2015 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1334.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 662837.92000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Emerson Electric Co. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US2910111044 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -889.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -100830.38000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Navient Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US63938C1080 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1030.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 17922.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Clean Harbors, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US1844961078 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -341.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -68646.71000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Sempra |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US8168511090 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -550.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -39506.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SolarWinds Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US83417Q2049 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5252.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 66280.24000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | A10 Networks, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US0021211018 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2559.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 35032.71000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Western Alliance Bancorp |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US9576381092 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -595.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -38193.05000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Investment AB Latour |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | SE0010100958 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1013.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -26640.46000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Hovnanian Enterprises, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US4424874018 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 135.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 21186.90000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Griffon Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US3984331021 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 782.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 57351.88000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | IDOM, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3235700006 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6200.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 42758.62000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Powell Industries, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US7391281067 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 236.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 33582.80000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Insmed, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US4576693075 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -116.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -3147.08000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Wharf Real Estate Investment Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | KYG9593A1040 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -71000.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -230864.07000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Engie SA |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | FR0010208488 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1185.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 19828.56000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Equifax, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US2944291051 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -198.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -52968.96000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Gamma Communications PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00BQS10J50 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 589.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 10169.80000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | agilon health, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US00857U1079 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -222.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -1354.20000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Perdoceo Education Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US71363P1066 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 815.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 14311.40000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | American Woodmark Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US0305061097 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1260.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 128091.60000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Babcock International Group PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB0009697037 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20969.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 137623.30000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Vinci SA |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | FR0000125486 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1733.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -222039.26000000 |
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. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US20602D1019 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1180.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -78139.60000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Stride, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US86333M1080 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 232.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 14627.60000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Planet Fitness, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US72703H1014 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1481.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -92755.03000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Knight-Swift Transportation Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US4990491049 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 932.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 51278.64000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ACCO Brands Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US00081T1088 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19752.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 110808.72000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Paychex, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US7043261079 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -627.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -76995.60000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SJM Holdings Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | HK0880043028 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -61000.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -18626.79000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Nikola Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US6541101050 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -11288.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -11739.52000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | BlueScope Steel Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU000000BSL0 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 26773.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 416102.04000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | BioMerieux |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | FR0013280286 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1147.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 126528.33000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Industrivarden C |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | SE0000107203 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6412.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 220502.35000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | SIG Group AG |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CH0435377954 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -10761.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -238642.79000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Sprout Social, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US85209W1099 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -261.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -15584.31000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Axon Enterprise, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US05464C1018 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -381.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -119207.28000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Cadence Design Systems, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US1273871087 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 22.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 6848.16000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | WH Group Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | KYG960071028 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 477500.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 314798.96000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Sika AG |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CH0418792922 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1061.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -316000.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Oriental Land Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3198900007 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -7200.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -230059.45000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Johnson Controls International PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | IE00BY7QL619 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1242.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -81127.44000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Ampol Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU0000088338 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9885.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 256309.70000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | NOV, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US62955J1034 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4712.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -91978.24000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Cochlear Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU000000COH5 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 214.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 47068.21000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Enbridge, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA29250N1050 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -7600.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -274644.72000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Shopify, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA82509L1076 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -700.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -54003.17000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Wise PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00BL9YR756 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -11094.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -130025.26000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Preferred Bank |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US7403674044 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 340.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 26101.80000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Boeing Co. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US0970231058 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -734.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -141654.66000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Informa PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00BMJ6DW54 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -10947.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -114844.86000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | West Pharmaceutical Services, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US9553061055 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 201.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 79537.71000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Spirax-Sarco Engineering PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00BWFGQN14 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -912.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -115683.60000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | National Australia Bank Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU000000NAB4 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1177.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -26568.61000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Beazley PLC |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | GB00BYQ0JC66 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -30001.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -251996.60000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Telecom Italia SpA |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | IT0003497168 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 36674.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 8906.25000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | indie Semiconductor, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US45569U1016 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2941.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -20822.28000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Washington H Soul Pattinson & Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU000000SOL3 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5970.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 130754.69000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Ironwood Pharmaceuticals, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US46333X1081 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15608.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 135945.68000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Cohu, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US1925761066 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 334.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 11132.22000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | TOMRA Systems ASA |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | NO0012470089 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -293.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -4586.31000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | American Express Co. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US0258161092 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -405.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -92214.45000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | EXEO Group, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3254200003 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1800.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 19060.64000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Wabash National Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US9295661071 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2505.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 74999.70000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | World Kinect Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US9814751064 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6963.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 184171.35000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | John Bean Technologies Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US4778391049 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -600.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -62934.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Piedmont Lithium, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US72016P1057 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -255.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -3396.60000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Swire Pacific Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | HK0019000162 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4500.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 37026.15000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | U-Next Holdings Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3944640006 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 600.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 20491.48000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Anheuser-Busch InBev SA |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | BE0974293251 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1388.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -84545.67000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Aisin Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3102000001 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 500.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 20336.24000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Etsy, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US29786A1060 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2496.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 171525.12000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Evolent Health, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US30050B1017 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2131.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -69875.49000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | GN Store Nord AS |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | DK0010272632 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1683.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -44513.40000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Cross Country Healthcare, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US2274831047 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4252.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 79597.44000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Wartsila OYJ Abp |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | FI0009003727 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1513.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 22999.11000000 |
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. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US7802871084 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -823.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -100249.63000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Apollo Global Management, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US03769M1062 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2198.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -247165.10000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Megachips Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3920860008 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3400.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 86471.13000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Argan, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US04010E1091 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2094.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 105830.76000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Tokio Marine Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3910660004 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -500.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -15606.42000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | GEO Group, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US36162J1060 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5663.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 79961.56000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Airtrip Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3167240005 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1100.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 11837.10000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | De Grey Mining Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU000000DEG6 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -283813.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -233957.64000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Fiserv, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US3377381088 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -232.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -37078.24000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Bechtle AG |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | DE0005158703 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 796.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 42062.29000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | MKS Instruments, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US55306N1046 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2394.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -318402.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Stitch Fix, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US8608971078 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11189.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 29538.96000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | AES Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US00130H1059 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3402.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -60997.86000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | HF Sinclair Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US4039491000 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2668.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 161067.16000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Rocket Cos., Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US77311W1018 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2191.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 31879.05000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Valero Energy Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US91913Y1001 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 315.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 53767.35000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Haverty Furniture Cos., Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US4195961010 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4753.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 162172.36000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | NextDecade Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US65342K1051 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -20889.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -118649.52000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Appfolio, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US03783C1009 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 189.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 46633.86000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Safety Insurance Group, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US78648T1007 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 398.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 32711.62000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Tokai Tokyo Financial Holdings, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3577600004 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7100.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 28188.00000000 |
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. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US1858991011 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8115.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 184535.10000000 |
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. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US85208M1027 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 742.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 47844.16000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Kura Sushi, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3268200007 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1400.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 43189.32000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | TreeHouse Foods, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US89469A1043 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 706.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 27498.70000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | GMO Financial Gate, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3386710002 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 900.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 52853.75000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Myriad Genetics, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US62855J1043 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1698.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 36201.36000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Consensus Cloud Solutions, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US20848V1052 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2685.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 42584.10000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Mirait One Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3910620008 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1400.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 17215.62000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Murphy USA, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US6267551025 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 169.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 70844.80000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | TrustCo Bank Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US8983492047 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 897.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 25259.52000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Mitsui OSK Lines Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3362700001 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1000.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -30466.38000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Secure Energy Services, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA81373C1023 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12800.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 105363.40000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Entegris, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US29362U1043 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -558.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -78421.32000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Commonwealth Bank of Australia |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU000000CBA7 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -514.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -40307.66000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Amalgamated Financial Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US0226711010 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2625.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 63000.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Avolta AG |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CH0023405456 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4612.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -191925.89000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Herbalife Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | KYG4412G1010 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7523.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 75606.15000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Matador Resources Co. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US5764852050 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4153.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -277295.81000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | PureCycle Technologies, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US74623V1035 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1709.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -10629.98000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Moncler SpA |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | IT0004965148 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -343.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -25599.75000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | UnitedHealth Group, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US91324P1021 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -539.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -266643.30000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Baxter International, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US0718131099 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3408.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 145657.92000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Mitsubishi Chemical Group Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3897700005 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1700.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 10323.75000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Daikin Industries Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3481800005 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2100.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -285909.63000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | MP Materials Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US5533681012 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -11730.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -167739.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Argenx SE |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | NL0010832176 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -287.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -113355.51000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | LifeStance Health Group, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US53228F1012 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2824.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -17424.08000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Steadfast Group Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | AU000000SDF8 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -9741.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -37324.61000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Unity Software, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US91332U1016 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3657.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -97641.90000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Clariant AG |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CH0012142631 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17104.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 231188.96000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | OVS SpA |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | IT0005043507 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5573.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 14646.28000000 |
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. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US9831341071 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2016.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -206095.68000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Dai Nippon Printing Co. Ltd. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3493800001 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3700.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 112970.01000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | PKSHA Technology, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3780050005 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 400.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 14268.73000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Asana, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US04342Y1047 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -733.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -11354.17000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Albemarle Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US0126531013 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -161.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -21210.14000000 |
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. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US4943681035 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 652.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 84336.20000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Gibson Energy, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | CA3748252069 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8800.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 149812.11000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Natera, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US6323071042 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -125.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -11432.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Shimano, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3358000002 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -600.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -89595.72000000 |
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. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US83406F1021 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -21420.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -156366.00000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Koninklijke Philips NV |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | NL0000009538 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2096.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 42073.18000000 |
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). | 609.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 73335.78000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Konami Group Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3300200007 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 300.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 20352.75000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | ACELYRIN, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US00445A1007 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -490.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -3307.50000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Otsuka Corp. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | JP3188200004 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9400.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 198767.34000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Eastman Chemical Co. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US2774321002 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1032.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 103427.04000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Alexandria Real Estate Equities, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US0152711091 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -311.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | -40091.01000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Coterra Energy, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US1270971039 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1023.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 28521.24000000 |
ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
i. Name. | Beazer Homes USA, Inc. |
At least one of the following other identifiers:
Identifier. | ISIN (if CUSIP is not available) |
ISIN (if CUSIP is not available). | US07556Q8814 |
iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2173.00000000 |
ISO Currency Code. |
United States Dollar
|
iv. Value. | 71274.40000000 |
ISO Currency Code. |
United States Dollar
|
Custom swap Flag | ![]() ![]() |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
Receipts: fixed, floating or other. | ![]() ![]() ![]() |
Description of Other Receipts | Multi - See Part E |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
Payments: fixed, floating or other. | ![]() ![]() ![]() |
Description of Other Payments | Multi - See Part E |
ii. Termination or maturity date. | 2024-01-31 |
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. | 518918.00000000 |
ISO Currency Code. | USD |
v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 556128.15000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Goldman Sachs International |
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. | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | PURCHASED USD / SOLD CZK |
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 | 24CIKBB1R5K |
Description of other unique identifier. | Trade Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 1.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
Czech Republic Koruna
|
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. | 63852.20000000 |
Exchange rate. | 23.45670652 |
Percentage value compared to net assets of the Fund. | 0.052377131329 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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. | Goldman Sachs International |
LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
i. Amount and description of currency sold. |
Amount of currency sold. | 94683000.00000000 |
Description of currency sold. |
Czech Republic Koruna
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 4100352.38000000 |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 63852.20000000 |
i. Amount and description of currency sold. |
Amount of currency sold. | 94683000.00000000 |
Description of currency sold. |
Czech Republic Koruna
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 4100352.38000000 |
Description of currency purchased. |
United States Dollar
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 63852.20000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Goldman Sachs International |
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. | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | PURCHASED INR / SOLD USD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 24CIKBB1R5C |
Description of other unique identifier. | Trade Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 1.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
India Rupee
|
Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -26564.08000000 |
Exchange rate. | 83.43576087 |
Percentage value compared to net assets of the Fund. | -0.02179017021 |
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. | ![]() ![]() ![]() |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
Report the ISO country code that corresponds to the country where the issuer is organized. |
INDIA
|
If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
Is the investment a Restricted Security? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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. | Goldman Sachs International |
LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
i. Amount and description of currency sold. |
Amount of currency sold. | 4031561.42000000 |
Description of currency sold. |
United States Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 334160000.00000000 |
Description of currency purchased. |
India Rupee
|
iii. Settlement date. | 2024-04-18 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -26564.08000000 |
i. Amount and description of currency sold. |
Amount of currency sold. | 4031561.42000000 |
Description of currency sold. |
United States Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 334160000.00000000 |
Description of currency purchased. |
India Rupee
|
iii. Settlement date. | 2024-04-18 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -26564.08000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
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). | Goldman Sachs International |
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. | W22LROWP2IHZNBB6K528 |
c. Title of the issue or description of the investment. | PURCHASED BRL / SOLD USD |
d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 24CLKBB76GM |
Description of other unique identifier. | Trade Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
Balance | 1.00000000 |
Units |
Number of contracts
|
Description of other units. | |
Currency. Indicate the currency in which the investment is denominated. |
Brazil Real
|
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. | 5970.88000000 |
Exchange rate. | 5.02313260 |
Percentage value compared to net assets of the Fund. | 0.004897835406 |
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. | ![]() ![]() ![]() |
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. |
BRAZIL
|
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? | ![]() ![]() |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
i. Highly Liquid Investments |
ii. Moderately Liquid Investments |
iii. Less Liquid Investments |
iv. Illiquid Investments |
Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | ![]() ![]() ![]() ![]() |
Item C.9. For debt securities
For debt securities, also provide:
a. Maturity date. |
b. Coupon.
i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
ii. Annualized rate. | |
c. Currently in default? [Y/N] | ![]() ![]() |
d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] | ![]() ![]() |
e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. | ![]() ![]() |
f. For convertible securities, also provide:
i. Mandatory convertible? [Y/N] | ![]() ![]() |
ii. Contingent convertible? [Y/N] | ![]() ![]() |
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. | ![]() ![]() |
b. Counterparty.
i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | ![]() ![]() |
ii. If N, provide the name and LEI (if any) of counterparty.
c. Tri-party? | ![]() ![]() |
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. | Goldman Sachs International |
LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
i. Amount and description of currency sold. |
Amount of currency sold. | 2546619.50000000 |
Description of currency sold. |
United States Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 12822000.00000000 |
Description of currency purchased. |
Brazil Real
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 5970.88000000 |
i. Amount and description of currency sold. |
Amount of currency sold. | 2546619.50000000 |
Description of currency sold. |
United States Dollar
|
ii. Amount and description of currency purchased. |
Amount of currency purchased. | 12822000.00000000 |
Description of currency purchased. |
Brazil Real
|
iii. Settlement date. | 2024-04-17 |
iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 5970.88000000 |
a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | ![]() ![]() |
b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | ![]() ![]() |
c. Is any portion of this investment on loan by the Fund? | ![]() ![]() |
NPORT-P: Part E: Explanatory Notes (if any)
The Fund may provide any information it believes would be helpful in understanding the information reported in response to any Item of this Form. The Fund may also explain any assumptions that it made in responding to any Item of this Form. To the extent responses relate to a particular Item, provide the Item number(s), as applicable. |
Note Item | C.11.f.i.2 |
Explanatory Notes | IBORs are undergoing a change as regulators and industry groups have recommended that firms consider adoption of alternative, overnight risk-free rates (RFRs). Floating rate swap terms reflected as Libors may be using the RFR to calculate the actual rate. |
Note Item | C.11.a |
Explanatory Notes | Please see notes to financial statements or N-PORT part F for a glossary of swap paid and received terms. |
NPORT-P: Signatures
The Registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized.
Registrant: | ALLSPRING FUNDS TRUST |
By (Signature): | Jeremy DePalma |
Name: | Jeremy DePalma |
Title: | Treasurer |
Date: | 2024-04-30 |