NPORT-P/A: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | CAUSEWAY GLOBAL ABSOLUTE RETURN TRS |
| 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. | CAUSEWAY GLOBAL ABSOLUTE RETURN TRS MORGAN STANLEY #Q7F7A |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | TRSQ7F7A |
| Description of other unique identifier. | All Others |
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 | 66607.79000000 |
| 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. | 65539.48000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.606287717530 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |  Long Short  N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-credit |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | Unknown |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | MORGAN STANLEY & CO, INC |
| LEI (if any) of counterparty. | N/A |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%, but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i) 50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name. | N/A |
| Index identifier, if any. | N/A |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
For all other indices or custom baskets provide:
| i. Name. | Daelim Industrial Co Ltd |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KR7000210005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3173.00000000 |
| ISO Currency Code. | Korea (South) Won |
| iv. Value. | 191165.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KR7000660001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
| ISO Currency Code. | Korea (South) Won |
| iv. Value. | 0.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Korea Electric Power Corp |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KR7015760002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -13618.00000000 |
| ISO Currency Code. | Korea (South) Won |
| iv. Value. | -214296.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Gs Engineering & Construction Corp |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KR7006360002 |
| iii. Number 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. | Korea (South) Won |
| iv. Value. | 85466.31000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Korea Shipbuilding & Offshore Engineerin |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KR7009540006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1099.00000000 |
| ISO Currency Code. | Korea (South) Won |
| iv. Value. | -70614.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Samsung Electronics Co Ltd |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KR7005930003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7660.00000000 |
| ISO Currency Code. | Korea (South) Won |
| iv. Value. | 299001.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mirae Asset Daewoo Co Ltd |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KR7006800007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -11760.00000000 |
| ISO Currency Code. | Korea (South) Won |
| iv. Value. | -50663.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Lg Innotek Co Ltd |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KR7011070000 |
| iii. Number 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. | Korea (South) Won |
| iv. Value. | 61133.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Doosan Bobcat Inc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KR7241560002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10580.00000000 |
| ISO Currency Code. | Korea (South) Won |
| iv. Value. | 155245.63000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hyundai Glovis Co Ltd |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KR7086280005 |
| iii. Number 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. | Korea (South) Won |
| iv. Value. | 26440.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Samsung Heavy Industries Co Ltd |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KR7010140002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -63117.00000000 |
| ISO Currency Code. | Korea (South) Won |
| iv. Value. | -201223.31000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sk Telecom Co Ltd |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KR7017670001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 361.00000000 |
| ISO Currency Code. | Korea (South) Won |
| iv. Value. | 52233.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sk Innovation Co Ltd |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KR7096770003 |
| iii. Number 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. | Korea (South) Won |
| iv. Value. | -152267.28000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KR7010950004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2464.00000000 |
| ISO Currency Code. | Korea (South) Won |
| iv. Value. | -115013.11000000 |
| ISO Currency Code. | United States Dollar |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
| Receipts: fixed, floating or other. | Fixed Floating Other |
| Receipts: Fixed rate. | 0.00000000 |
| Receipts: Base currency. | United States Dollar |
| Receipts: Amount. | 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| Payments: fixed, floating or other. | Fixed Floating Other |
| Payments: Fixed rate. | 0.00000000 |
| Payments: Base currency | United States Dollar |
| Payments: Amount | 0.00000000 |
| ii. Termination or maturity date. | 2023-01-31 |
| 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. | 66607.79000000 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 65539.48000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P/A: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | CAUSEWAY GLOBAL ABSOLUTE RETURN TRS |
| 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. | CAUSEWAY GLOBAL ABSOLUTE RETURN TRS MORGAN STANLEY #Q622L |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | TRSQ622L |
| Description of other unique identifier. | All Others |
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 | 5890764.66000000 |
| 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. | -1552027.14000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | -14.3573765348 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-credit |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | Unknown |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | MORGAN STANLEY & CO, INC |
| LEI (if any) of counterparty. | N/A |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%, but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i) 50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name. | N/A |
| Index identifier, if any. | N/A |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
For all other indices or custom baskets provide:
| i. Name. | Atlantica Yield Plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BLP5YB54 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1364.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 30417.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US58933Y1055 |
| iii. Number 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. | 269290.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Wells Fargo & Co |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US9497461015 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7228.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 207443.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US5010441013 |
| iii. Number 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. | 57228.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US0393804077 |
| iii. Number 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. | 189237.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hyatt Hotels Corp-Cl A |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US4485791028 |
| iii. Number 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. | 119750.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US4771431016 |
| iii. Number 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. | 23270.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Amer Eq Inv Life |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US0256762065 |
| iii. Number 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. | 28200.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US68389X1054 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6996.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 338116.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bloomin' Brands Inc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US0942351083 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 27000.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 192780.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Signet Jewelers Ltd |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG812761002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9411.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 60700.95000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Firstenergy Corp |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US3379321074 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7394.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 296277.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Dicks Sporting Goods |
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). | 1900.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 40394.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US92556H2067 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 18715.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 262197.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Alaska Air Group |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US0116591092 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5167.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 147104.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US0567521085 |
| iii. Number 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. | 124274.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US87162W1009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3795.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 277414.50000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US5526901096 |
| iii. Number 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. | 96750.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Microsoft Corporation |
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). | 2105.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 331979.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US03965L1008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2880.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 46252.80000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US1729674242 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4977.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 209631.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IL0010827181 |
| iii. Number 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. | 79560.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Jefferies Financial Group Inc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US47233W1099 |
| iii. Number 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. | 51946.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | 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). | 5126.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 50593.62000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Navient Corporation Common Stock |
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). | 22074.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 167320.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Westrock Company |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US96145D1054 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2459.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 69491.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US3719011096 |
| iii. Number 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. | 157336.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US78573M1045 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17313.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 102666.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | United Airlines Holdings Inc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US9100471096 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3300.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 104115.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | 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). | 7700.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 209902.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US59001K1007 |
| iii. Number 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. | 22525.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US30161N1019 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9800.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 360738.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | International Game Technolog |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BVG7F061 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5800.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 34510.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US0936711052 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20164.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 283909.12000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US0400476075 |
| iii. Number 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. | 58800.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Chimera Investment Corp |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US16934Q2084 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10300.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 93730.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US01877R1086 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 50283.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 155877.29999999 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Rent-A-Center 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). | 4254.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 60151.56000000 |
| 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). | 3128.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 286681.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Spirit Realty Capital |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US84860W3007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7350.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 192202.50000000 |
| ISO Currency Code. | United States Dollar |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
| Receipts: fixed, floating or other. | Fixed Floating Other |
| Receipts: Fixed rate. | 0.00000000 |
| Receipts: Base currency. | United States Dollar |
| Receipts: Amount. | 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| Payments: fixed, floating or other. | Fixed Floating Other |
| Payments: Fixed rate. | 0.00000000 |
| Payments: Base currency | United States Dollar |
| Payments: Amount | 0.00000000 |
| ii. Termination or maturity date. | 2023-01-31 |
| 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. | 5890764.66000000 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -1552027.14000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P/A: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | BlackRock Liquidity Funds: Treasury Trust Fund; Institutional Shares |
| 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. | BLACKROCK TREASURY INSTITUTIONAL #62 |
| d. CUSIP (if any). | 09248U551 |
At least one of the following other identifiers:
| Identifier. | ISIN |
| ISIN | US09248U5517 |
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 | 2624449.70000000 |
| 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. | 2624449.70000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 24.27806290784 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle) |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | Unknown |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P/A: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | CAUSEWAY GLOBAL ABSOLUTE RETURN TRS |
| 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. | CAUSEWAY GLOBAL ABSOLUTE RETURN TRS MORGAN STANLEY #Q627O |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | TRSQ627O |
| Description of other unique identifier. | All Others |
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 | 399357.95000000 |
| 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. | -148233.67000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | -1.37126894271 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-credit |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | Unknown |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | MORGAN STANLEY & CO, INC |
| LEI (if any) of counterparty. | N/A |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%, but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i) 50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name. | N/A |
| Index identifier, if any. | N/A |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
For all other indices or custom baskets provide:
| i. Name. | Taiyo Nippon Sanso Corp |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3711600001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2000.00000000 |
| ISO Currency Code. | Japan Yen |
| iv. Value. | -29518.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Benesse Holdings Inc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3835620000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1900.00000000 |
| ISO Currency Code. | Japan Yen |
| iv. Value. | 48185.33000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3351600006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2600.00000000 |
| ISO Currency Code. | Japan Yen |
| iv. Value. | -152967.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3496400007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7200.00000000 |
| ISO Currency Code. | Japan Yen |
| iv. Value. | 211735.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Gmo Payment Gateway Inc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3385890003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1400.00000000 |
| ISO Currency Code. | Japan Yen |
| iv. Value. | -97829.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Maruichi Steel Tube Ltd |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3871200006 |
| iii. Number 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. | Japan Yen |
| iv. Value. | -299492.50000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3625000009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15200.00000000 |
| ISO Currency Code. | Japan Yen |
| iv. Value. | 293139.59999999 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sekisui House Ltd |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3420600003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13100.00000000 |
| ISO Currency Code. | Japan Yen |
| iv. Value. | 215505.48000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3922950005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3200.00000000 |
| ISO Currency Code. | Japan Yen |
| iv. Value. | -84605.75999999 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | 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). | -3300.00000000 |
| ISO Currency Code. | Japan Yen |
| iv. Value. | -34528.55999999 |
| 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). | -6600.00000000 |
| ISO Currency Code. | Japan Yen |
| iv. Value. | -150770.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sompo Holdings Inc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3165000005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 900.00000000 |
| ISO Currency Code. | Japan Yen |
| iv. Value. | 27736.38000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3981400009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17300.00000000 |
| ISO Currency Code. | Japan Yen |
| iv. Value. | 134286.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | 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). | -2600.00000000 |
| ISO Currency Code. | Japan Yen |
| iv. Value. | -134392.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kyoritsu Maintenance Co Ltd |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3253900009 |
| iii. Number 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. | Japan Yen |
| iv. Value. | -98898.30000000 |
| 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). | 16300.00000000 |
| ISO Currency Code. | Japan Yen |
| iv. Value. | 103532.71000000 |
| 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). | -6200.00000000 |
| ISO Currency Code. | Japan Yen |
| iv. Value. | -135574.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Screen Holdings Co Ltd |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3494600004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1200.00000000 |
| ISO Currency Code. | Japan Yen |
| iv. Value. | -44249.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sumitomo Mitsui Financial Group Inc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3890350006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5800.00000000 |
| ISO Currency Code. | Japan Yen |
| iv. Value. | 140248.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3834200002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8000.00000000 |
| ISO Currency Code. | Japan Yen |
| iv. Value. | 149048.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Tv Asahi Holdings Corp |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3429000007 |
| iii. Number 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. | Japan Yen |
| iv. Value. | 51152.66000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3630550006 |
| iii. Number 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. | Japan Yen |
| iv. Value. | 180534.79000000 |
| 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). | 11200.00000000 |
| ISO Currency Code. | Japan Yen |
| iv. Value. | 341549.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Misumi Group Inc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3885400006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -10800.00000000 |
| ISO Currency Code. | Japan Yen |
| iv. Value. | -234469.08000000 |
| ISO Currency Code. | United States Dollar |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
| Receipts: fixed, floating or other. | Fixed Floating Other |
| Receipts: Fixed rate. | 0.00000000 |
| Receipts: Base currency. | United States Dollar |
| Receipts: Amount. | 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| Payments: fixed, floating or other. | Fixed Floating Other |
| Payments: Fixed rate. | 0.00000000 |
| Payments: Base currency | United States Dollar |
| Payments: Amount | 0.00000000 |
| ii. Termination or maturity date. | 2023-01-31 |
| 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. | 399357.95000000 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -148233.67000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P/A: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | CAUSEWAY GLOBAL ABSOLUTE RETURN TRS |
| 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. | CAUSEWAY GLOBAL ABSOLUTE RETURN TRS MORGAN STANLEY #Q61R6 |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | TRSQ61R6 |
| Description of other unique identifier. | All Others |
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 | -1088325.64000000 |
| 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. | 185543.42000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 1.716411186275 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-credit |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | Unknown |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | MORGAN STANLEY & CO, INC |
| LEI (if any) of counterparty. | N/A |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%, but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i) 50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name. | N/A |
| Index identifier, if any. | N/A |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CA0977512007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -613143.00000000 |
| ISO Currency Code. | Canada Dollar |
| iv. Value. | -198229.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Innergex Renwble |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CA45790B1040 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -17600.00000000 |
| ISO Currency Code. | Canada Dollar |
| iv. Value. | -239493.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CA3359341052 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -49900.00000000 |
| ISO Currency Code. | Canada Dollar |
| iv. Value. | -254944.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | 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). | -3606.00000000 |
| ISO Currency Code. | Canada Dollar |
| iv. Value. | -105005.28000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CA78460T1057 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -10953.00000000 |
| ISO Currency Code. | Canada Dollar |
| iv. Value. | -161575.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Premium Brands Holdings |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CA74061A1084 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2509.00000000 |
| ISO Currency Code. | Canada Dollar |
| iv. Value. | -129078.01000000 |
| ISO Currency Code. | United States Dollar |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
| Receipts: fixed, floating or other. | Fixed Floating Other |
| Receipts: Fixed rate. | 0.00000000 |
| Receipts: Base currency. | United States Dollar |
| Receipts: Amount. | 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| Payments: fixed, floating or other. | Fixed Floating Other |
| Payments: Fixed rate. | 0.00000000 |
| Payments: Base currency | United States Dollar |
| Payments: Amount | 0.00000000 |
| ii. Termination or maturity date. | 2023-01-31 |
| 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. | -1088325.64000000 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 185543.42000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P/A: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | CAUSEWAY GLOBAL ABSOLUTE RETURN TRS |
| 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. | CAUSEWAY GLOBAL ABSOLUTE RETURN TRS MORGAN STANLEY #Q61R7 |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | TRSQ61R7 |
| Description of other unique identifier. | All Others |
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 | -6516359.45000000 |
| 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. | 640445.14000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 5.924581979202 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-credit |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | Unknown |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | DEFAULT |
| LEI (if any) of counterparty. | N/A |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%, but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i) 50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name. | N/A |
| Index identifier, if any. | N/A |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US5770811025 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3552.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -31293.11999999 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US52603B1070 |
| iii. Number 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. | -91695.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Shake Shack In-A |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US8190471016 |
| iii. Number 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. | -105672.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | The Travelers Cos Inc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US89417E1091 |
| iii. Number 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. | -288115.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US3453708600 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -39700.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -191751.00000000 |
| 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). | -1961.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -144368.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US67059N1081 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -6313.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -99745.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Americold Realty Trust |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US03064D1081 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -11300.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -384652.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Coresite Realty Corp |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US21870Q1058 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3242.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -375747.80000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US3773221029 |
| iii. Number 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. | -132698.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US5898891040 |
| iii. Number 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. | -122500.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Forescout Technologies Inc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US34553D1019 |
| iii. Number 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. | -31590.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US7534221046 |
| iii. Number 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. | -34664.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Conagra Brands Inc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US2058871029 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1960.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -57506.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US55087P1049 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5746.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -154280.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Commscope Hlding |
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). | -10800.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -98388.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US74736L1098 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2222.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -131231.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | 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). | -6300.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -226296.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BYMT0J19 |
| iii. Number 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. | -131225.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US94419L1017 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3000.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -160320.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | The Boeing Company |
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). | -800.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -119312.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Zillow Group Inc C |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US98954M2008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1492.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -53741.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US07725L1026 |
| iii. Number 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. | -147732.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Williams Scotsman Corp |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US9713751264 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4861.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -49241.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | 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). | -3534.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -138038.04000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US98978L2043 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4000.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -98920.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | World Wrestling Entertainment |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US98156Q1085 |
| iii. Number 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. | -115362.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Essential Utilities Inc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US29670G1022 |
| iii. Number 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. | -33496.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US9490901041 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -23122.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -118615.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US0036541003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1416.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -205546.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | 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). | -7200.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -73368.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US90138F1021 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1532.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -137098.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | 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). | -3489.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -35238.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US31816Q1013 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -12104.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -128060.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Global Payments Inc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US37940X1028 |
| iii. Number 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. | -144230.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US90214J1016 |
| iii. Number 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. | -72148.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Pluralsight Inc-Class A |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US72941B1061 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3606.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -39593.87999999 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cantel Medical Corp |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US1380981084 |
| iii. Number 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. | -82570.00000000 |
| 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). | -3400.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -102850.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US4415931009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4413.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -230005.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US64829B1008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2914.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -134743.35999999 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kraft Heinz Co/The |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US5007541064 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -9892.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -244728.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Virtu Financia-A |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US9282541013 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -16548.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -344529.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US2829141009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8360.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -115869.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US64110L1061 |
| iii. Number 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. | -58953.50000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Axon Enterprise Inc. Common Stock |
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). | -1605.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -113585.85000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | 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). | -600.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -52488.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IL0011301780 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -745.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -75110.89999999 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Guardant Health Inc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US40131M1099 |
| iii. Number 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. | -132240.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | 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). | -157.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -92191.97000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | 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). | -270.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -33010.19999999 |
| ISO Currency Code. | United States Dollar |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
| Receipts: fixed, floating or other. | Fixed Floating Other |
| Receipts: Fixed rate. | 0.00000000 |
| Receipts: Base currency. | United States Dollar |
| Receipts: Amount. | 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| Payments: fixed, floating or other. | Fixed Floating Other |
| Payments: Fixed rate. | 0.00000000 |
| Payments: Base currency | United States Dollar |
| Payments: Amount | 0.00000000 |
| ii. Termination or maturity date. | 2023-01-31 |
| 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. | -6516359.45000000 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 640445.14000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P/A: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | CAUSEWAY GLOBAL ABSOLUTE RETURN TRS |
| 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. | CAUSEWAY GLOBAL ABSOLUTE RETURN TRS MORGAN STANLEY #Q622U |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | TRSQ622U |
| Description of other unique identifier. | All Others |
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 | 338173.21000000 |
| 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. | 33404.18000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.309012888844 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-credit |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | Unknown |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | MORGAN STANLEY & CO, INC |
| LEI (if any) of counterparty. | N/A |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%, but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i) 50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name. | N/A |
| Index identifier, if any. | N/A |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000131104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6684.00000000 |
| ISO Currency Code. | Euro Member Countries |
| iv. Value. | 202283.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0974268972 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 38275.00000000 |
| ISO Currency Code. | Euro Member Countries |
| iv. Value. | 270742.03999999 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | LU0156801721 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -9883.00000000 |
| ISO Currency Code. | Euro Member Countries |
| iv. Value. | -60667.78000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012221716 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15809.00000000 |
| ISO Currency Code. | Switzerland Franc |
| iv. Value. | 278957.71000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000115446 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4301.00000000 |
| ISO Currency Code. | Sweden Krona |
| iv. Value. | 51738.45000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060636678 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4513.00000000 |
| ISO Currency Code. | Denmark Krone |
| iv. Value. | -111300.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | 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). | -2025.00000000 |
| ISO Currency Code. | Denmark Krone |
| iv. Value. | -198926.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0126881561 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -519.00000000 |
| ISO Currency Code. | Switzerland Franc |
| iv. Value. | -40154.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012005267 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3979.00000000 |
| ISO Currency Code. | Switzerland Franc |
| iv. Value. | 329690.78999999 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Banco Comercial Portugues |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | PTBCP0AM0015 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -838431.00000000 |
| ISO Currency Code. | Euro Member Countries |
| iv. Value. | -94575.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0007500001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -45766.00000000 |
| ISO Currency Code. | Euro Member Countries |
| iv. Value. | -240056.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | 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). | -14042.00000000 |
| ISO Currency Code. | Norway Krone |
| iv. Value. | -30524.50000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mediaset Espana Comunicacion S.A. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0152503035 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 39938.00000000 |
| ISO Currency Code. | Euro Member Countries |
| iv. Value. | 148325.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Volkswagen Ag-Pref |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0007664039 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1354.00000000 |
| ISO Currency Code. | Euro Member Countries |
| iv. Value. | 159141.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012032048 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1086.00000000 |
| ISO Currency Code. | Switzerland Franc |
| iv. Value. | 353905.03000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0011821202 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 41794.00000000 |
| ISO Currency Code. | Euro Member Countries |
| iv. Value. | 219840.62000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Deutsche Wohnen Se |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A0HN5C6 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3926.00000000 |
| ISO Currency Code. | Euro Member Countries |
| iv. Value. | -149912.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | 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). | 2033.00000000 |
| ISO Currency Code. | Euro Member Countries |
| iv. Value. | 173261.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0140609019 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 133102.00000000 |
| ISO Currency Code. | Euro Member Countries |
| iv. Value. | 248927.35999999 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AT0000831706 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2717.00000000 |
| ISO Currency Code. | Euro Member Countries |
| iv. Value. | 43011.19999999 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Deutsche Post Ag-Reg |
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). | 1232.00000000 |
| ISO Currency Code. | Euro Member Countries |
| iv. Value. | 33578.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0007164600 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 465.00000000 |
| ISO Currency Code. | Euro Member Countries |
| iv. Value. | 52586.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000BAY0017 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2250.00000000 |
| ISO Currency Code. | Euro Member Countries |
| iv. Value. | 130815.67999999 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Baloise-Holding Ag |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012410517 |
| iii. Number 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. | Switzerland Franc |
| iv. Value. | -276264.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | 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). | -3482.00000000 |
| ISO Currency Code. | Euro Member Countries |
| iv. Value. | -252050.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000131906 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -12806.00000000 |
| ISO Currency Code. | Euro Member Countries |
| iv. Value. | -249468.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Naturgy Energy Group S.A. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0116870314 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -14597.00000000 |
| ISO Currency Code. | Euro Member Countries |
| iv. Value. | -258777.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI0009000681 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -21485.00000000 |
| ISO Currency Code. | Euro Member Countries |
| iv. Value. | -67810.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000KBX1006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -351.00000000 |
| ISO Currency Code. | Euro Member Countries |
| iv. Value. | -31215.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0059822006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1444.00000000 |
| ISO Currency Code. | Euro Member Countries |
| iv. Value. | 39141.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0010645932 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -19.00000000 |
| ISO Currency Code. | Switzerland Franc |
| iv. Value. | -59048.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0011821392 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1660.00000000 |
| ISO Currency Code. | Euro Member Countries |
| iv. Value. | 32304.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0007100000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -6189.00000000 |
| ISO Currency Code. | Euro Member Countries |
| iv. Value. | -187370.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060946788 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5008.00000000 |
| ISO Currency Code. | Denmark Krone |
| iv. Value. | -121957.32000000 |
| ISO Currency Code. | United States Dollar |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
| Receipts: fixed, floating or other. | Fixed Floating Other |
| Receipts: Fixed rate. | 0.00000000 |
| Receipts: Base currency. | United States Dollar |
| Receipts: Amount. | 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| Payments: fixed, floating or other. | Fixed Floating Other |
| Payments: Fixed rate. | 0.00000000 |
| Payments: Base currency | United States Dollar |
| Payments: Amount | 0.00000000 |
| ii. Termination or maturity date. | 2023-01-31 |
| 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. | 338173.21000000 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 33404.18000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P/A: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | CAUSEWAY GLOBAL ABSOLUTE RETURN TRS |
| 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. | CAUSEWAY GLOBAL ABSOLUTE RETURN TRS MORGAN STANLEY #Q627W |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | TRSQ627W |
| Description of other unique identifier. | All Others |
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 | -151800.27000000 |
| 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. | -34208.89000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | -0.31645703989 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-credit |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | Unknown |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | MORGAN STANLEY & CO, INC |
| LEI (if any) of counterparty. | N/A |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%, but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i) 50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name. | N/A |
| Index identifier, if any. | N/A |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CNE1000001Q4 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 229000.00000000 |
| ISO Currency Code. | Hong Kong Dollar |
| iv. Value. | 113126.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Innovent Biologics Inc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KYG4818G1010 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -11000.00000000 |
| ISO Currency Code. | Hong Kong Dollar |
| iv. Value. | -46394.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0004000045 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -101139.00000000 |
| ISO Currency Code. | Hong Kong Dollar |
| iv. Value. | -179238.54000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0000063609 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -85600.00000000 |
| ISO Currency Code. | Hong Kong Dollar |
| iv. Value. | -240690.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KYG4290A1013 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -67000.00000000 |
| ISO Currency Code. | Hong Kong Dollar |
| iv. Value. | -260978.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0363006039 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 18000.00000000 |
| ISO Currency Code. | Hong Kong Dollar |
| iv. Value. | 27210.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CNE100000X44 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 360163.00000000 |
| ISO Currency Code. | Hong Kong Dollar |
| iv. Value. | 147738.85999999 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0285041858 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 26929.00000000 |
| ISO Currency Code. | Hong Kong Dollar |
| iv. Value. | 44944.50000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CNE1000002G3 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -63511.00000000 |
| ISO Currency Code. | Hong Kong Dollar |
| iv. Value. | -46204.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Wuxi Biologics Cayman Inc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KYG970081090 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -6468.00000000 |
| ISO Currency Code. | Hong Kong Dollar |
| iv. Value. | -83842.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | 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). | -10600.00000000 |
| ISO Currency Code. | Hong Kong Dollar |
| iv. Value. | -95909.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CNE100000221 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 172000.00000000 |
| ISO Currency Code. | Hong Kong Dollar |
| iv. Value. | 109598.39999999 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KYG2118M1096 |
| iii. Number 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. | Hong Kong Dollar |
| iv. Value. | 65912.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KYG0539C1069 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 200816.00000000 |
| ISO Currency Code. | Hong Kong Dollar |
| iv. Value. | 204370.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KYG3774X1088 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3133682.00000000 |
| ISO Currency Code. | Hong Kong Dollar |
| iv. Value. | -100591.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0144000764 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 32000.00000000 |
| ISO Currency Code. | Hong Kong Dollar |
| iv. Value. | 36569.59999999 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0000065737 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 131000.00000000 |
| ISO Currency Code. | Hong Kong Dollar |
| iv. Value. | 76713.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK3808041546 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 95877.00000000 |
| ISO Currency Code. | Hong Kong Dollar |
| iv. Value. | 159529.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CNE100000HF9 |
| iii. Number 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. | Hong Kong Dollar |
| iv. Value. | 45316.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0023000190 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -159611.00000000 |
| ISO Currency Code. | Hong Kong Dollar |
| iv. Value. | -343387.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KYG521321003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 177010.00000000 |
| ISO Currency Code. | Hong Kong Dollar |
| iv. Value. | 65529.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KYG2119Z1090 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 92000.00000000 |
| ISO Currency Code. | Hong Kong Dollar |
| iv. Value. | 107750.39999999 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CNE1000003J5 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 36861.00000000 |
| ISO Currency Code. | Hong Kong Dollar |
| iv. Value. | 41125.82000000 |
| ISO Currency Code. | United States Dollar |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
| Receipts: fixed, floating or other. | Fixed Floating Other |
| Receipts: Fixed rate. | 0.00000000 |
| Receipts: Base currency. | United States Dollar |
| Receipts: Amount. | 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| Payments: fixed, floating or other. | Fixed Floating Other |
| Payments: Fixed rate. | 0.00000000 |
| Payments: Base currency | United States Dollar |
| Payments: Amount | 0.00000000 |
| ii. Termination or maturity date. | 2023-01-31 |
| 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. | -151800.27000000 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -34208.89000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P/A: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | CAUSEWAY GLOBAL ABSOLUTE RETURN TRS |
| 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. | CAUSEWAY GLOBAL ABSOLUTE RETURN TRS MORGAN STANLEY #QG74D |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | TRSQG74D |
| Description of other unique identifier. | All Others |
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 | 1265567.39000000 |
| 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. | -309762.75000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | -2.86553006941 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-credit |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | Unknown |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | MORGAN STANLEY & CO, INC |
| LEI (if any) of counterparty. | N/A |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%, but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i) 50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name. | N/A |
| Index identifier, if any. | N/A |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CA1360691010 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4654.00000000 |
| ISO Currency Code. | Canada Dollar |
| iv. Value. | 271177.40999999 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Genworth Mi Cand |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CA37252B1022 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8360.00000000 |
| ISO Currency Code. | Canada Dollar |
| iv. Value. | 185758.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Teck Cominco Cl B |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CA8787422044 |
| iii. Number 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. | Canada Dollar |
| iv. Value. | 37909.50000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Seven Generations Energy Ltd |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CA81783Q1054 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 141400.00000000 |
| ISO Currency Code. | Canada Dollar |
| iv. Value. | 155737.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CA56501R1064 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19451.00000000 |
| ISO Currency Code. | Canada Dollar |
| iv. Value. | 244226.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Transalta Renewa |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CA8934631091 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14800.00000000 |
| ISO Currency Code. | Canada Dollar |
| iv. Value. | 156381.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CA1999101001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37200.00000000 |
| ISO Currency Code. | Canada Dollar |
| iv. Value. | 214376.16000000 |
| ISO Currency Code. | United States Dollar |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
| Receipts: fixed, floating or other. | Fixed Floating Other |
| Receipts: Fixed rate. | 0.00000000 |
| Receipts: Base currency. | United States Dollar |
| Receipts: Amount. | 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| Payments: fixed, floating or other. | Fixed Floating Other |
| Payments: Fixed rate. | 0.00000000 |
| Payments: Base currency | United States Dollar |
| Payments: Amount | 0.00000000 |
| ii. Termination or maturity date. | 2023-01-31 |
| 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. | 1265567.39000000 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -309762.75000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P/A: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | CAUSEWAY GLOBAL ABSOLUTE RETURN TRS |
| 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. | CAUSEWAY GLOBAL ABSOLUTE RETURN TRS MORGAN STANLEY #QXPYW |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | TRSQXPYW |
| Description of other unique identifier. | All Others |
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 | -627904.60000000 |
| 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. | 106492.57000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.985133498149 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-credit |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | Unknown |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | MORGAN STANLEY & CO, INC |
| LEI (if any) of counterparty. | N/A |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%, but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i) 50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name. | N/A |
| Index identifier, if any. | N/A |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
For all other indices or custom baskets provide:
| i. Name. | Suncorp Group Ltd |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000SUN6 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -23444.00000000 |
| ISO Currency Code. | Australia Dollar |
| iv. Value. | -131563.04000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Westpac Banking Corp |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000WBC1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -18077.00000000 |
| ISO Currency Code. | Australia Dollar |
| iv. Value. | -183331.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | 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). | -8482.00000000 |
| ISO Currency Code. | Australia Dollar |
| iv. Value. | -46504.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000AMP6 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -333718.00000000 |
| ISO Currency Code. | Australia Dollar |
| iv. Value. | -273848.99000000 |
| 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). | -5989.00000000 |
| ISO Currency Code. | Australia Dollar |
| iv. Value. | -62947.38000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000NUF3 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -72919.00000000 |
| ISO Currency Code. | Australia Dollar |
| iv. Value. | -228579.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | 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). | 143782.00000000 |
| ISO Currency Code. | Australia Dollar |
| iv. Value. | 223595.39000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fortescue Metals Group Ltd |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000FMG4 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 51019.00000000 |
| ISO Currency Code. | Australia Dollar |
| iv. Value. | 313588.28000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | 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). | 1434.00000000 |
| ISO Currency Code. | Australia Dollar |
| iv. Value. | 24679.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Qantas Airways Ltd |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000QAN2 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 41520.00000000 |
| ISO Currency Code. | Australia Dollar |
| iv. Value. | 82429.66000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000AST5 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -328630.00000000 |
| ISO Currency Code. | Australia Dollar |
| iv. Value. | -345422.99000000 |
| ISO Currency Code. | United States Dollar |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
| Receipts: fixed, floating or other. | Fixed Floating Other |
| Receipts: Fixed rate. | 0.00000000 |
| Receipts: Base currency. | United States Dollar |
| Receipts: Amount. | 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| Payments: fixed, floating or other. | Fixed Floating Other |
| Payments: Fixed rate. | 0.00000000 |
| Payments: Base currency | United States Dollar |
| Payments: Amount | 0.00000000 |
| ii. Termination or maturity date. | 2023-01-31 |
| 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. | -627904.60000000 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 106492.57000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P/A: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | CAUSEWAY GLOBAL ABSOLUTE RETURN TRS |
| 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. | CAUSEWAY GLOBAL ABSOLUTE RETURN TRS MORGAN STANLEY #Q6ZD5 |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | TRSQ6ZD5 |
| Description of other unique identifier. | All Others |
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 | 206855.66000000 |
| 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. | -26140.14000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | -0.24181525115 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-credit |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | Unknown |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | MORGAN STANLEY & CO, INC |
| LEI (if any) of counterparty. | N/A |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%, but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i) 50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name. | N/A |
| Index identifier, if any. | N/A |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | 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). | 355300.00000000 |
| ISO Currency Code. | Singapore Dollar |
| iv. Value. | 206855.66000000 |
| ISO Currency Code. | United States Dollar |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
| Receipts: fixed, floating or other. | Fixed Floating Other |
| Receipts: Fixed rate. | 0.00000000 |
| Receipts: Base currency. | United States Dollar |
| Receipts: Amount. | 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| Payments: fixed, floating or other. | Fixed Floating Other |
| Payments: Fixed rate. | 0.00000000 |
| Payments: Base currency | United States Dollar |
| Payments: Amount | 0.00000000 |
| ii. Termination or maturity date. | 2023-01-31 |
| 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. | 206855.66000000 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -26140.14000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P/A: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | BLACKROCK LIQUIDITY FUND TREASURY INSTITUTIONAL 62 CAUSEWAY GAR COLLATERAL ACCOUNT SWEEP |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | MSTRSCOLL |
| Description of other unique identifier. | All Others |
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 | 9303544.90000000 |
| 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. | 9303544.90000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 86.06453701442 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle) |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | Unknown |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P/A: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | CAUSEWAY GLOBAL ABSOLUTE RETURN TRS |
| 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. | CAUSEWAY GLOBAL ABSOLUTE RETURN TRS MORGAN STANLEY #Q622V |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | TRSQ622V |
| Description of other unique identifier. | All Others |
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 | 282044.08000000 |
| 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. | 24965.04000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.230944723999 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-credit |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | Unknown |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | MORGAN STANLEY & CO, INC |
| LEI (if any) of counterparty. | N/A |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%, but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i) 50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name. | N/A |
| Index identifier, if any. | N/A |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
For all other indices or custom baskets provide:
| i. Name. | Balfour Beatty Plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0000961622 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 101985.00000000 |
| ISO Currency Code. | United Kingdom Pound |
| iv. Value. | 274900.57000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Reckitt Benckiser Group Plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B24CGK77 |
| iii. Number 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 Kingdom Pound |
| iv. Value. | -33980.95999999 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Severn Trent Plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B1FH8J72 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4998.00000000 |
| ISO Currency Code. | United Kingdom Pound |
| iv. Value. | -141810.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Renewables Infrastructure Gr |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GG00BBHX2H91 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 208254.00000000 |
| ISO Currency Code. | United Kingdom Pound |
| iv. Value. | 332248.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JE00BYVQYS01 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -81673.00000000 |
| ISO Currency Code. | United Kingdom Pound |
| iv. Value. | -175221.25000000 |
| 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). | -2549.00000000 |
| ISO Currency Code. | United Kingdom Pound |
| iv. Value. | -38445.80000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Intl Consolidated Airline-Di |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0177542018 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 44927.00000000 |
| ISO Currency Code. | United Kingdom Pound |
| iv. Value. | 120260.59000000 |
| 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). | 17508.00000000 |
| ISO Currency Code. | United Kingdom Pound |
| iv. Value. | 125497.34000000 |
| 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). | -11503.00000000 |
| ISO Currency Code. | United Kingdom Pound |
| iv. Value. | -198404.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | 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). | 172506.00000000 |
| ISO Currency Code. | United Kingdom Pound |
| iv. Value. | 202039.03000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Beazley Ireland Holdings 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). | -47572.00000000 |
| ISO Currency Code. | United Kingdom Pound |
| iv. Value. | -231237.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Royal Bank Of Scotland Group |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B7T77214 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -99732.00000000 |
| ISO Currency Code. | United Kingdom Pound |
| iv. Value. | -140123.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B04V1276 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -18198.00000000 |
| ISO Currency Code. | United Kingdom Pound |
| iv. Value. | -58699.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Croda International Plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BJFFLV09 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1891.00000000 |
| ISO Currency Code. | United Kingdom Pound |
| iv. Value. | -100531.04000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0030927254 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5956.00000000 |
| ISO Currency Code. | United Kingdom Pound |
| iv. Value. | -88572.87000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BG11K365 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 28028.00000000 |
| ISO Currency Code. | United Kingdom Pound |
| iv. Value. | 125391.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | British American Tobacco Plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0002875804 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8992.00000000 |
| ISO Currency Code. | United Kingdom Pound |
| iv. Value. | 308734.92000000 |
| ISO Currency Code. | United States Dollar |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
| Receipts: fixed, floating or other. | Fixed Floating Other |
| Receipts: Fixed rate. | 0.00000000 |
| Receipts: Base currency. | United States Dollar |
| Receipts: Amount. | 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| Payments: fixed, floating or other. | Fixed Floating Other |
| Payments: Fixed rate. | 0.00000000 |
| Payments: Base currency | United States Dollar |
| Payments: Amount | 0.00000000 |
| ii. Termination or maturity date. | 2023-01-31 |
| 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. | 282044.08000000 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 24965.04000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P/A: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | CAUSEWAY GLOBAL ABSOLUTE RETURN TRS |
| 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. | CAUSEWAY GLOBAL ABSOLUTE RETURN TRS MORGAN STANLEY #QJZ14 |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | TRSQJZ14 |
| Description of other unique identifier. | All Others |
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 | 288339.86000000 |
| 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. | -170342.06000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | -1.57578758264 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-credit |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | Unknown |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | MORGAN STANLEY & CO, INC |
| LEI (if any) of counterparty. | N/A |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%, but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i) 50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name. | N/A |
| Index identifier, if any. | N/A |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NZAIRE0001S2 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.00000000 |
| ISO Currency Code. | New Zealand Dollar |
| iv. Value. | 0.00000000 |
| ISO Currency Code. | United States Dollar |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
| Receipts: fixed, floating or other. | Fixed Floating Other |
| Receipts: Fixed rate. | 0.00000000 |
| Receipts: Base currency. | United States Dollar |
| Receipts: Amount. | 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| Payments: fixed, floating or other. | Fixed Floating Other |
| Payments: Fixed rate. | 0.00000000 |
| Payments: Base currency | United States Dollar |
| Payments: Amount | 0.00000000 |
| ii. Termination or maturity date. | 2023-01-31 |
| 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. | 288339.86000000 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -170342.06000000 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
