|
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION WASHINGTON, DC 20549 FORM NPORT-P Monthly Portfolio Investments Report |
NPORT-P: Filer Information
| Confidential |  |
| Filer CIK | 0001444822 |
| Filer CCC |
********
|
| Filer Investment Company Type | |
| Is this a LIVE or TEST Filing? | 
LIVE
TEST
|
| Would you like a Return Copy? | |
| Is this an electronic copy of an official filing submitted in paper format? | |
Submission Contact Information
| Name | |
| Phone | |
| E-Mail Address |
Notification Information
| Notify via Filing Website only? | |
| Series ID | S000074759 |
| Class (Contract) ID | C000232926 |
| Class (Contract) ID | C000232928 |
| Class (Contract) ID | C000232927 |
NPORT-P: Part A: General Information
Item A.1. Information about the Registrant.
| a. Name of Registrant | AQR Funds |
| b. Investment Company Act file number for Registrant: (e.g., 811-______) | 811-22235 |
| c. CIK number of Registrant | 0001444822 |
| d. LEI of Registrant | 549300V0TAB4ICSX2404 |
| Street Address 1 | One Greenwich Plaza |
| Street Address 2 | Suite 130 |
| City | Greenwich |
| State, if applicable | |
| Foreign country, if applicable | |
| Zip / Postal Code | 06830 |
| Telephone number | 203-742-3600 |
Item A.2. Information about the Series.
| a. Name of Series. | AQR Sustainable Long-Short Equity Carbon Aware Fund |
| b. EDGAR series identifier (if any). | S000074759 |
| c. LEI of Series. | 549300860NJ8NN1SCS53 |
Item A.3. Reporting period.
| a. Date of fiscal year-end. | 2023-12-31 |
| b. Date as of which information is reported. | 2023-12-31 |
Item A.4. Final filing
| Does the Fund anticipate that this will be its final filing on Form N PORT? |
Yes
No
|
NPORT-P: Part B: Information About the Fund
| Report the following information for the Fund and its consolidated subsidiaries. |
Item B.1. Assets and liabilities. Report amounts in U.S. dollars.
| a. Total assets, including assets attributable to miscellaneous securities reported in Part D. | 23739092.00 |
| b. Total liabilities. | 495683.50 |
| c. Net assets. | 23243408.50 |
Item B.2. Certain assets and liabilities. Report amounts in U.S. dollars.
| a. Assets attributable to miscellaneous securities reported in Part D. | 0.00000000 |
| b. Assets invested in a Controlled Foreign Corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities. | 0.00000000 |
c. Borrowings attributable to amounts payable for notes payable, bonds, and similar debt, as reported pursuant to rule 6-04(13)(a) of Regulation S-X [17 CFR 210.6-04(13)(a)].
| Amounts payable within one year. | |
| Banks or other financial institutions for borrowings. | 0.00000000 |
| Controlled companies. | 0.00000000 |
| Other affiliates. | 0.00000000 |
| Others. | 0.00000000 |
| Amounts payable after one year. | |
| Banks or other financial institutions for borrowings. | 0.00000000 |
| Controlled companies. | 0.00000000 |
| Other affiliates. | 0.00000000 |
| Others. | 0.00000000 |
d. Payables for investments purchased either (i) on a delayed delivery, when-issued, or other firm commitment basis, or (ii) on a standby commitment basis.
| (i) On a delayed delivery, when-issued, or other firm commitment basis: | 0.00000000 |
| (ii) On a standby commitment basis: | 0.00000000 |
| e. Liquidation preference of outstanding preferred stock issued by the Fund. | 0.00000000 |
| f. Cash and cash equivalents not reported in Parts C and D. | 274064.62000000 |
Item B.3. Portfolio level risk metrics.
If the average value of the Fund's debt securities positions for the previous three months, in the aggregate, exceeds 25% or more of the Fund's net asset value, provide:
| Currency Metric: 1 | |
| ISO Currency code |
Australia Dollar
|
a. Interest Rate Risk (DV01). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 1 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
| Maturity period. | |
| 3 month. | 0.00000000 |
| 1 year. | 0.00000000 |
| 5 years. | 0.00000000 |
| 10 years. | 0.00000000 |
| 30 years. | 0.00000000 |
b. Interest Rate Risk (DV100). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 100 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
| Maturity period. | |
| 3 month. | 0.00000000 |
| 1 year. | 0.00000000 |
| 5 years. | 0.00000000 |
| 10 years. | 0.00000000 |
| 30 years. | 0.00000000 |
| Currency Metric: 2 | |
| ISO Currency code |
Canada Dollar
|
a. Interest Rate Risk (DV01). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 1 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
| Maturity period. | |
| 3 month. | 0.00000000 |
| 1 year. | 0.00000000 |
| 5 years. | 0.00000000 |
| 10 years. | 0.00000000 |
| 30 years. | 0.00000000 |
b. Interest Rate Risk (DV100). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 100 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
| Maturity period. | |
| 3 month. | 0.00000000 |
| 1 year. | 0.00000000 |
| 5 years. | 0.00000000 |
| 10 years. | 0.00000000 |
| 30 years. | 0.00000000 |
| Currency Metric: 3 | |
| ISO Currency code |
Switzerland Franc
|
a. Interest Rate Risk (DV01). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 1 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
| Maturity period. | |
| 3 month. | 0.00000000 |
| 1 year. | 0.00000000 |
| 5 years. | 0.00000000 |
| 10 years. | 0.00000000 |
| 30 years. | 0.00000000 |
b. Interest Rate Risk (DV100). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 100 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
| Maturity period. | |
| 3 month. | 0.00000000 |
| 1 year. | 0.00000000 |
| 5 years. | 0.00000000 |
| 10 years. | 0.00000000 |
| 30 years. | 0.00000000 |
| Currency Metric: 4 | |
| ISO Currency code |
Denmark Krone
|
a. Interest Rate Risk (DV01). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 1 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
| Maturity period. | |
| 3 month. | 0.00000000 |
| 1 year. | 0.00000000 |
| 5 years. | 0.00000000 |
| 10 years. | 0.00000000 |
| 30 years. | 0.00000000 |
b. Interest Rate Risk (DV100). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 100 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
| Maturity period. | |
| 3 month. | 0.00000000 |
| 1 year. | 0.00000000 |
| 5 years. | 0.00000000 |
| 10 years. | 0.00000000 |
| 30 years. | 0.00000000 |
| Currency Metric: 5 | |
| ISO Currency code |
Euro Member Countries
|
a. Interest Rate Risk (DV01). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 1 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
| Maturity period. | |
| 3 month. | 0.00000000 |
| 1 year. | 0.00000000 |
| 5 years. | 0.00000000 |
| 10 years. | 0.00000000 |
| 30 years. | 0.00000000 |
b. Interest Rate Risk (DV100). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 100 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
| Maturity period. | |
| 3 month. | 0.00000000 |
| 1 year. | 0.00000000 |
| 5 years. | 0.00000000 |
| 10 years. | 0.00000000 |
| 30 years. | 0.00000000 |
| Currency Metric: 6 | |
| ISO Currency code |
United Kingdom Pound
|
a. Interest Rate Risk (DV01). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 1 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
| Maturity period. | |
| 3 month. | 0.00000000 |
| 1 year. | 0.00000000 |
| 5 years. | 0.00000000 |
| 10 years. | 0.00000000 |
| 30 years. | 0.00000000 |
b. Interest Rate Risk (DV100). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 100 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
| Maturity period. | |
| 3 month. | 0.00000000 |
| 1 year. | 0.00000000 |
| 5 years. | 0.00000000 |
| 10 years. | 0.00000000 |
| 30 years. | 0.00000000 |
| Currency Metric: 7 | |
| ISO Currency code |
Hong Kong Dollar
|
a. Interest Rate Risk (DV01). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 1 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
| Maturity period. | |
| 3 month. | 0.00000000 |
| 1 year. | 0.00000000 |
| 5 years. | 0.00000000 |
| 10 years. | 0.00000000 |
| 30 years. | 0.00000000 |
b. Interest Rate Risk (DV100). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 100 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
| Maturity period. | |
| 3 month. | 0.00000000 |
| 1 year. | 0.00000000 |
| 5 years. | 0.00000000 |
| 10 years. | 0.00000000 |
| 30 years. | 0.00000000 |
| Currency Metric: 8 | |
| ISO Currency code |
Japan Yen
|
a. Interest Rate Risk (DV01). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 1 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
| Maturity period. | |
| 3 month. | 0.00000000 |
| 1 year. | 0.00000000 |
| 5 years. | 0.00000000 |
| 10 years. | 0.00000000 |
| 30 years. | 0.00000000 |
b. Interest Rate Risk (DV100). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 100 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
| Maturity period. | |
| 3 month. | 0.00000000 |
| 1 year. | 0.00000000 |
| 5 years. | 0.00000000 |
| 10 years. | 0.00000000 |
| 30 years. | 0.00000000 |
| Currency Metric: 9 | |
| ISO Currency code |
Norway Krone
|
a. Interest Rate Risk (DV01). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 1 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
| Maturity period. | |
| 3 month. | 0.00000000 |
| 1 year. | 0.00000000 |
| 5 years. | 0.00000000 |
| 10 years. | 0.00000000 |
| 30 years. | 0.00000000 |
b. Interest Rate Risk (DV100). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 100 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
| Maturity period. | |
| 3 month. | 0.00000000 |
| 1 year. | 0.00000000 |
| 5 years. | 0.00000000 |
| 10 years. | 0.00000000 |
| 30 years. | 0.00000000 |
| Currency Metric: 10 | |
| ISO Currency code |
Sweden Krona
|
a. Interest Rate Risk (DV01). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 1 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
| Maturity period. | |
| 3 month. | 0.00000000 |
| 1 year. | 0.00000000 |
| 5 years. | 0.00000000 |
| 10 years. | 0.00000000 |
| 30 years. | 0.00000000 |
b. Interest Rate Risk (DV100). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 100 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
| Maturity period. | |
| 3 month. | 0.00000000 |
| 1 year. | 0.00000000 |
| 5 years. | 0.00000000 |
| 10 years. | 0.00000000 |
| 30 years. | 0.00000000 |
| Currency Metric: 11 | |
| ISO Currency code |
Singapore Dollar
|
a. Interest Rate Risk (DV01). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 1 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
| Maturity period. | |
| 3 month. | 0.00000000 |
| 1 year. | 0.00000000 |
| 5 years. | 0.00000000 |
| 10 years. | 0.00000000 |
| 30 years. | 0.00000000 |
b. Interest Rate Risk (DV100). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 100 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
| Maturity period. | |
| 3 month. | 0.00000000 |
| 1 year. | 0.00000000 |
| 5 years. | 0.00000000 |
| 10 years. | 0.00000000 |
| 30 years. | 0.00000000 |
| Currency Metric: 12 | |
| ISO Currency code |
United States Dollar
|
a. Interest Rate Risk (DV01). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 1 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
| Maturity period. | |
| 3 month. | -153.91609302 |
| 1 year. | -43.82029037 |
| 5 years. | 0.00000000 |
| 10 years. | 0.00000000 |
| 30 years. | 0.00000000 |
b. Interest Rate Risk (DV100). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 100 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
| Maturity period. | |
| 3 month. | -15391.60930293 |
| 1 year. | -4382.02903734 |
| 5 years. | 0.00000000 |
| 10 years. | 0.00000000 |
| 30 years. | 0.00000000 |
c. Credit Spread Risk (SDV01, CR01 or CS01). Provide the change in value of the portfolio resulting from a 1 basis point change in credit spreads where the shift is applied to the option adjusted spread, aggregated by investment grade and non-investment grade exposures, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.
| Investment grade. | |
| Maturity period. | |
| 3 month. | 0.00000000 |
| 1 year. | 0.00000000 |
| 5 years. | 0.00000000 |
| 10 years. | 0.00000000 |
| 30 years. | 0.00000000 |
| Non-Investment grade. | |
| Maturity period. | |
| 3 month. | 0.00000000 |
| 1 year. | 0.00000000 |
| 5 years. | 0.00000000 |
| 10 years. | 0.00000000 |
| 30 years. | 0.00000000 |
For purposes of Item B.3., calculate value as the sum of the absolute values of:
(i) the value of each debt security,
(ii) the notional value of each swap, including, but not limited to, total return swaps, interest rate swaps, and credit default swaps, for which the underlying reference asset or assets are debt securities or an interest rate;
(iii) the notional value of each futures contract for which the underlying reference asset or assets are debt securities or an interest rate; and
(iv) the delta-adjusted notional value of any option for which the underlying reference asset is an asset described in clause (i),(ii), or (iii).
Report zero for maturities to which the Fund has no exposure. For exposures that fall between any of the listed maturities in (a) and (b), use linear interpolation to approximate exposure to each maturity listed above. For exposures outside of the range of maturities listed above, include those exposures in the nearest maturity.
Item B.4. Securities lending.
a. For each borrower in any securities lending transaction, provide the following information:
| b. Did any securities lending counterparty provide any non-cash collateral? |
Yes
No
|
Item B.5. Return information.
a. Monthly total returns of the Fund for each of the preceding three months. If the Fund is a Multiple Class Fund, report returns for each class. Such returns shall be calculated in accordance with the methodologies outlined in Item 26(b) (1) of Form N-1A, Instruction 13 to sub-Item 1 of Item 4 of Form N-2, or Item 26(b) (i) of Form N-3, as applicable.
| Monthly Total Return Record: 1 | |
| Monthly total returns of the Fund for each of the preceding three months – Month 1. | 0.15029000 |
| Monthly total returns of the Fund for each of the preceding three months – Month 2. | 5.10133900 |
| Monthly total returns of the Fund for each of the preceding three months – Month 3. | 0.04510800 |
| b. Class identification number(s) (if any) of the Class(es) for which returns are reported. | C000232926 |
| Monthly Total Return Record: 2 | |
| Monthly total returns of the Fund for each of the preceding three months – Month 1. | 0.07485100 |
| Monthly total returns of the Fund for each of the preceding three months – Month 2. | 5.23558000 |
| Monthly total returns of the Fund for each of the preceding three months – Month 3. | 0.02382500 |
| b. Class identification number(s) (if any) of the Class(es) for which returns are reported. | C000232928 |
| Monthly Total Return Record: 3 | |
| Monthly total returns of the Fund for each of the preceding three months – Month 1. | 0.14945600 |
| Monthly total returns of the Fund for each of the preceding three months – Month 2. | 5.14930200 |
| Monthly total returns of the Fund for each of the preceding three months – Month 3. | 0.03417500 |
| b. Class identification number(s) (if any) of the Class(es) for which returns are reported. | C000232927 |
c. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation (or depreciation) attributable to derivatives for each of the following categories: commodity contracts, credit contracts, equity contracts, foreign exchange contracts, interest rate contracts, and other contracts. Within each such asset category, further report the same information for each of the following types of derivatives instrument: forward, future, option, swaption, swap, warrant, and other. Report in U.S. dollars. Losses and depreciation shall be reported as negative numbers.
| Asset category. | Commodity Contracts |
| Monthly net realized gain(loss) – Month 1 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 0.00000000 |
| Monthly net realized gain(loss) – Month 2 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
| Monthly net realized gain(loss) – Month 3 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
| Instrument type. | Forward |
| Monthly net realized gain(loss) – Month 1 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 0.00000000 |
| Monthly net realized gain(loss) – Month 2 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
| Monthly net realized gain(loss) – Month 3 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
| Instrument type. | Future |
| Monthly net realized gain(loss) – Month 1 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 0.00000000 |
| Monthly net realized gain(loss) – Month 2 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
| Monthly net realized gain(loss) – Month 3 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
| Instrument type. | Option |
| Monthly net realized gain(loss) – Month 1 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 0.00000000 |
| Monthly net realized gain(loss) – Month 2 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
| Monthly net realized gain(loss) – Month 3 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
| Instrument type. | Swaption |
| Monthly net realized gain(loss) – Month 1 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 0.00000000 |
| Monthly net realized gain(loss) – Month 2 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
| Monthly net realized gain(loss) – Month 3 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
| Instrument type. | Swap |
| Monthly net realized gain(loss) – Month 1 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 0.00000000 |
| Monthly net realized gain(loss) – Month 2 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
| Monthly net realized gain(loss) – Month 3 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
| Instrument type. | Warrant |
| Monthly net realized gain(loss) – Month 1 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 0.00000000 |
| Monthly net realized gain(loss) – Month 2 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
| Monthly net realized gain(loss) – Month 3 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
| Instrument type. | Other |
| Monthly net realized gain(loss) – Month 1 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 0.00000000 |
| Monthly net realized gain(loss) – Month 2 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
| Monthly net realized gain(loss) – Month 3 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
| Asset category. | Credit Contracts |
| Monthly net realized gain(loss) – Month 1 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 0.00000000 |
| Monthly net realized gain(loss) – Month 2 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
| Monthly net realized gain(loss) – Month 3 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
| Instrument type. | Forward |
| Monthly net realized gain(loss) – Month 1 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 0.00000000 |
| Monthly net realized gain(loss) – Month 2 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
| Monthly net realized gain(loss) – Month 3 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
| Instrument type. | Future |
| Monthly net realized gain(loss) – Month 1 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 0.00000000 |
| Monthly net realized gain(loss) – Month 2 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
| Monthly net realized gain(loss) – Month 3 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
| Instrument type. | Option |
| Monthly net realized gain(loss) – Month 1 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 0.00000000 |
| Monthly net realized gain(loss) – Month 2 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
| Monthly net realized gain(loss) – Month 3 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
| Instrument type. | Swaption |
| Monthly net realized gain(loss) – Month 1 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 0.00000000 |
| Monthly net realized gain(loss) – Month 2 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
| Monthly net realized gain(loss) – Month 3 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
| Instrument type. | Swap |
| Monthly net realized gain(loss) – Month 1 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 0.00000000 |
| Monthly net realized gain(loss) – Month 2 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
| Monthly net realized gain(loss) – Month 3 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
| Instrument type. | Warrant |
| Monthly net realized gain(loss) – Month 1 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 0.00000000 |
| Monthly net realized gain(loss) – Month 2 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
| Monthly net realized gain(loss) – Month 3 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
| Instrument type. | Other |
| Monthly net realized gain(loss) – Month 1 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 0.00000000 |
| Monthly net realized gain(loss) – Month 2 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
| Monthly net realized gain(loss) – Month 3 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
| Asset category. | Equity Contracts |
| Monthly net realized gain(loss) – Month 1 | 590484.84000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | -589606.90000000 |
| Monthly net realized gain(loss) – Month 2 | 251338.45000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 1168158.41000000 |
| Monthly net realized gain(loss) – Month 3 | 1050675.07000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | -1334222.42000000 |
| Instrument type. | Forward |
| Monthly net realized gain(loss) – Month 1 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 0.00000000 |
| Monthly net realized gain(loss) – Month 2 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
| Monthly net realized gain(loss) – Month 3 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
| Instrument type. | Future |
| Monthly net realized gain(loss) – Month 1 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 0.00000000 |
| Monthly net realized gain(loss) – Month 2 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
| Monthly net realized gain(loss) – Month 3 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
| Instrument type. | Option |
| Monthly net realized gain(loss) – Month 1 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 0.00000000 |
| Monthly net realized gain(loss) – Month 2 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
| Monthly net realized gain(loss) – Month 3 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
| Instrument type. | Swaption |
| Monthly net realized gain(loss) – Month 1 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 0.00000000 |
| Monthly net realized gain(loss) – Month 2 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
| Monthly net realized gain(loss) – Month 3 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
| Instrument type. | Swap |
| Monthly net realized gain(loss) – Month 1 | 590484.84000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | -589606.90000000 |
| Monthly net realized gain(loss) – Month 2 | 251338.45000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 1168158.41000000 |
| Monthly net realized gain(loss) – Month 3 | 1050675.07000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | -1334222.42000000 |
| Instrument type. | Warrant |
| Monthly net realized gain(loss) – Month 1 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 0.00000000 |
| Monthly net realized gain(loss) – Month 2 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
| Monthly net realized gain(loss) – Month 3 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
| Instrument type. | Other |
| Monthly net realized gain(loss) – Month 1 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 0.00000000 |
| Monthly net realized gain(loss) – Month 2 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
| Monthly net realized gain(loss) – Month 3 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
| Asset category. | Foreign Exchange Contracts |
| Monthly net realized gain(loss) – Month 1 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | -40807.08000000 |
| Monthly net realized gain(loss) – Month 2 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 139086.78000000 |
| Monthly net realized gain(loss) – Month 3 | 18534.80000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 105706.09000000 |
| Instrument type. | Forward |
| Monthly net realized gain(loss) – Month 1 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | -40807.08000000 |
| Monthly net realized gain(loss) – Month 2 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 139086.78000000 |
| Monthly net realized gain(loss) – Month 3 | 18534.80000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 105706.09000000 |
| Instrument type. | Future |
| Monthly net realized gain(loss) – Month 1 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 0.00000000 |
| Monthly net realized gain(loss) – Month 2 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
| Monthly net realized gain(loss) – Month 3 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
| Instrument type. | Option |
| Monthly net realized gain(loss) – Month 1 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 0.00000000 |
| Monthly net realized gain(loss) – Month 2 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
| Monthly net realized gain(loss) – Month 3 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
| Instrument type. | Swaption |
| Monthly net realized gain(loss) – Month 1 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 0.00000000 |
| Monthly net realized gain(loss) – Month 2 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
| Monthly net realized gain(loss) – Month 3 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
| Instrument type. | Swap |
| Monthly net realized gain(loss) – Month 1 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 0.00000000 |
| Monthly net realized gain(loss) – Month 2 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
| Monthly net realized gain(loss) – Month 3 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
| Instrument type. | Warrant |
| Monthly net realized gain(loss) – Month 1 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 0.00000000 |
| Monthly net realized gain(loss) – Month 2 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
| Monthly net realized gain(loss) – Month 3 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
| Instrument type. | Other |
| Monthly net realized gain(loss) – Month 1 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 0.00000000 |
| Monthly net realized gain(loss) – Month 2 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
| Monthly net realized gain(loss) – Month 3 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
| Asset category. | Interest Rate Contracts |
| Monthly net realized gain(loss) – Month 1 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 0.00000000 |
| Monthly net realized gain(loss) – Month 2 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
| Monthly net realized gain(loss) – Month 3 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
| Instrument type. | Forward |
| Monthly net realized gain(loss) – Month 1 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 0.00000000 |
| Monthly net realized gain(loss) – Month 2 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
| Monthly net realized gain(loss) – Month 3 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
| Instrument type. | Future |
| Monthly net realized gain(loss) – Month 1 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 0.00000000 |
| Monthly net realized gain(loss) – Month 2 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
| Monthly net realized gain(loss) – Month 3 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
| Instrument type. | Option |
| Monthly net realized gain(loss) – Month 1 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 0.00000000 |
| Monthly net realized gain(loss) – Month 2 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
| Monthly net realized gain(loss) – Month 3 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
| Instrument type. | Swaption |
| Monthly net realized gain(loss) – Month 1 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 0.00000000 |
| Monthly net realized gain(loss) – Month 2 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
| Monthly net realized gain(loss) – Month 3 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
| Instrument type. | Swap |
| Monthly net realized gain(loss) – Month 1 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 0.00000000 |
| Monthly net realized gain(loss) – Month 2 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
| Monthly net realized gain(loss) – Month 3 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
| Instrument type. | Warrant |
| Monthly net realized gain(loss) – Month 1 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 0.00000000 |
| Monthly net realized gain(loss) – Month 2 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
| Monthly net realized gain(loss) – Month 3 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
| Instrument type. | Other |
| Monthly net realized gain(loss) – Month 1 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 0.00000000 |
| Monthly net realized gain(loss) – Month 2 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
| Monthly net realized gain(loss) – Month 3 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
| Asset category. | Other Contracts |
| Monthly net realized gain(loss) – Month 1 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 0.00000000 |
| Monthly net realized gain(loss) – Month 2 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
| Monthly net realized gain(loss) – Month 3 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
| Instrument type. | Forward |
| Monthly net realized gain(loss) – Month 1 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 0.00000000 |
| Monthly net realized gain(loss) – Month 2 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
| Monthly net realized gain(loss) – Month 3 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
| Instrument type. | Future |
| Monthly net realized gain(loss) – Month 1 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 0.00000000 |
| Monthly net realized gain(loss) – Month 2 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
| Monthly net realized gain(loss) – Month 3 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
| Instrument type. | Option |
| Monthly net realized gain(loss) – Month 1 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 0.00000000 |
| Monthly net realized gain(loss) – Month 2 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
| Monthly net realized gain(loss) – Month 3 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
| Instrument type. | Swaption |
| Monthly net realized gain(loss) – Month 1 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 0.00000000 |
| Monthly net realized gain(loss) – Month 2 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
| Monthly net realized gain(loss) – Month 3 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
| Instrument type. | Swap |
| Monthly net realized gain(loss) – Month 1 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 0.00000000 |
| Monthly net realized gain(loss) – Month 2 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
| Monthly net realized gain(loss) – Month 3 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
| Instrument type. | Warrant |
| Monthly net realized gain(loss) – Month 1 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 0.00000000 |
| Monthly net realized gain(loss) – Month 2 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
| Monthly net realized gain(loss) – Month 3 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
| Instrument type. | Other |
| Monthly net realized gain(loss) – Month 1 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | 0.00000000 |
| Monthly net realized gain(loss) – Month 2 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 0.00000000 |
| Monthly net realized gain(loss) – Month 3 | 0.00000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 0.00000000 |
d. For each of the preceding three months, monthly net realized gain (loss) and net change in unrealized appreciation
(or depreciation) attributable to investment other than derivatives. Report in U.S. dollars. Losses and depreciation shall
be reported as negative numbers.
Month 1
| Monthly net realized gain(loss) – Month 1 | -8260.04000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 1 | -887.74000000 |
| Monthly net realized gain(loss) – Month 2 | 4963.32000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 2 | 8540.85000000 |
| Monthly net realized gain(loss) – Month 3 | 25121.78000000 |
| Monthly net change in unrealized appreciation (or depreciation) – Month 3 | 315.94000000 |
Item B.6. Flow information.
| Provide the aggregate dollar amounts for sales and redemptions/repurchases of Fund shares during each of the preceding three months. If shares of the Fund are held in omnibus accounts, for purposes of calculating the Fund's sales, redemptions, and repurchases, use net sales or redemptions/repurchases from such omnibus accounts. The amounts to be reported under this Item should be after any front-end sales load has been deducted and before any deferred or contingent deferred sales load or charge has been deducted. Shares sold shall include shares sold by the Fund to a registered unit investment trust. For mergers and other acquisitions, include in the value of shares sold any transaction in which the Fund acquired the assets of another investment company or of a personal holding company in exchange for its own shares. For liquidations, include in the value of shares redeemed any transaction in which the Fund liquidated all or part of its assets. Exchanges are defined as the redemption or repurchase of shares of one Fund or series and the investment of all or part of the proceeds in shares of another Fund or series in the same family of investment companies. |
| Month 1 |
| a. Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions). | 291938.83000000 |
| b. Total net asset value of shares sold in connection with reinvestments of dividends and distributions. | 0.00000000 |
| c. Total net asset value of shares redeemed or repurchased, including exchanges. | 997799.37000000 |
| Month 2 |
| a. Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions). | 164008.65000000 |
| b. Total net asset value of shares sold in connection with reinvestments of dividends and distributions. | 0.00000000 |
| c. Total net asset value of shares redeemed or repurchased, including exchanges. | 216346.85000000 |
| Month 3 |
| a. Total net asset value of shares sold (including exchanges but excluding reinvestment of dividends and distributions). | 927294.77000000 |
| b. Total net asset value of shares sold in connection with reinvestments of dividends and distributions. | 6471415.75000000 |
| c. Total net asset value of shares redeemed or repurchased, including exchanges. | 11402301.42000000 |
Item B.7. Highly Liquid Investment Minimum information.
| a. If applicable, provide the Fund's current Highly Liquid Investment Minimum. | |
| b. If applicable, provide the number of days that the Fund's holdings in Highly Liquid Investments fell below the Fund's Highly Liquid Investment Minimum during the reporting period. | |
| c. Did the Fund's Highly Liquid Investment Minimum change during the reporting period? |
Yes
No
N/A
|
Item B.8. Derivatives Transactions.
For portfolio investments of open-end management investment companies, provide the percentage of the Fund's Highly Liquid Investments that it has segregated to cover or pledged to satisfy margin requirements in connection with derivatives transactions that are classified among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]:
| (1) Moderately Liquid Investments | |
| (2) Less Liquid Investments | |
| (3) Illiquid Investments | |
| Classification |
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488171 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 259.37000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.001115886252 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 21055.82000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 16716.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 259.37000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 21055.82000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 16716.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 259.37000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487815 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 525.85000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.002262361821 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 29927.39000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 27500.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 525.85000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 29927.39000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 27500.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 525.85000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488243 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 838.73000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.003608463879 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 34912.27000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 32284.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 838.73000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 34912.27000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 32284.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 838.73000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 486899 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -36.89000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | -0.00015871166 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 55651.68000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 433500.00000000 |
| Description of currency purchased. |
Hong Kong Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -36.89000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 55651.68000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 433500.00000000 |
| Description of currency purchased. |
Hong Kong Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -36.89000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 486922 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 87.02000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000374385710 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 11053.33000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 14650.00000000 |
| Description of currency purchased. |
Singapore Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 87.02000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 11053.33000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 14650.00000000 |
| Description of currency purchased. |
Singapore Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 87.02000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 486928 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 1176.67000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.005062381448 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 32124.62000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 27785.00000000 |
| Description of currency purchased. |
Switzerland Franc
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 1176.67000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 32124.62000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 27785.00000000 |
| Description of currency purchased. |
Switzerland Franc
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 1176.67000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Total Return Basket Swap |
| d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 74200063300 PML GBP |
| Description of other unique identifier. | Inhouse Account Number |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 7831599.14999999 |
| Units |
Principal amount
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
United Kingdom Pound
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 177306.90000000 |
| Exchange rate. | 0.78452908 |
| Percentage value compared to net assets of the Fund. | 0.762826588019 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
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. | Merrill Lynch International |
| LEI (if any) of counterparty. | 549300J8H1BYG1YAFY05 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name. | N/A |
| Index identifier, if any. | N/A |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Narrative description. | Rec/pay the total return of custom basket plus SONIA +/- spread (-0.23% to 0.30%). GBP Currency. Maturity 25 Months 02/25/25 to 01/26/26 |
For all other indices or custom baskets provide:
| i. Name. | Direct Line Insurance Group plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BY9D0Y18 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 50208.78000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1651.50000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | RS GROUP plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0003096442 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 63381.11000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 934.47000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | SSE plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0007908733 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 48864.41000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1.08000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | CRH plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE0001827041 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 40190.45000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 126.41000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Bellway plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0000904986 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 45891.98000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -420.26000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Travis Perkins plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BK9RKT01 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37055.40000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1090.35000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Endeavour Mining plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BL6K5J42 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 89213.92000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2152.85000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Hikma Pharmaceuticals plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B0LCW083 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 41723.16000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 238.36000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Auto Trader Group plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BVYVFW23 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 49359.87000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 81.44000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | BT Group plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0030913577 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 49029.08000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -987.93000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Intertek Group plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0031638363 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 97608.33000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -239.65000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Aviva plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BPQY8M80 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 98511.71000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 271.57000000 |
| 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). | 173860.47000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1841.12000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Pearson plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0006776081 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 103078.38000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 474.07000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | International Distributions Services plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BDVZYZ77 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 25755.77000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -342.03000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Experian plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B19NLV48 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 75145.02000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 340.14000000 |
| 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). | 79633.07000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 593.45000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | AstraZeneca plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0009895292 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 266947.13000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1076.35000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | WPP plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JE00B8KF9B49 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 87036.81000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -583.80000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Inchcape plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B61TVQ02 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 50706.33000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -665.09000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Tate & Lyle plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BP92CJ43 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3544.78000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -19.54000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Informa plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BMJ6DW54 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 57728.94000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 156.75000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | InterContinental Hotels Group plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BHJYC057 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 138961.06000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 34.02000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | RELX plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B2B0DG97 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12219.53000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 53.99000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | St James's Place plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0007669376 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6525.23000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 6.64000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Hays plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0004161021 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5318.96000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 69.15000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Halma plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0004052071 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 84320.13000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1009.95000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Investec plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B17BBQ50 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23649.97000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -215.22000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | easyJet plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B7KR2P84 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 100610.78000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -920.48000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Coca-Cola HBC AG |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0198251305 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 43457.18000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 294.47000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Prudential plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0007099541 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 111484.29000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1607.12000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | ConvaTec Group plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BD3VFW73 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 53437.39000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 57.59000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Spirax-Sarco Engineering plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BWFGQN14 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 153597.46000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 500.19000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Diageo plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0002374006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 80284.94000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 170.23000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | ITV plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0033986497 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6369.79000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -28.02000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Man Group plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JE00BJ1DLW90 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 98325.81000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -627.15000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | DS Smith plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0008220112 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 46733.86000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -823.25000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | HSBC Holdings plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0005405286 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 182889.86000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 906.28000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Compass Group plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BD6K4575 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11602.05000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 39.02000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Harbour Energy plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BMBVGQ36 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 32013.27000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -481.83000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Smiths Group plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B1WY2338 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 126008.64000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -328.52000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Wise plc, Class A |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BL9YR756 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 127240.97000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 905.36000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Vodafone Group plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BH4HKS39 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 147189.29000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -94.34000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Anglo American plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B1XZS820 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 103635.57000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 653.59000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Beazley plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BYQ0JC66 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 16899.79000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 279.81000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | IMI plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BGLP8L22 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7992.45000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -40.02000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Airtel Africa plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BKDRYJ47 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 58260.12000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 152.61000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Rightmove plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BGDT3G23 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 47149.24000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 134.37000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Ashtead Group plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0000536739 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 233266.09000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 924.59000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Standard Chartered plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0004082847 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 54862.91000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 613.73000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Spectris plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0003308607 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 94181.29000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -696.97000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Rotork plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BVFNZH21 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8761.92000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 51.21000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Legal & General Group plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0005603997 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 27217.69000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -63.92000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Admiral Group plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B02J6398 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 97505.65000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1047.38000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Rentokil Initial plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B082RF11 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 107162.31000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 573.33000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Glencore plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JE00B4T3BW64 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 165622.35000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 49.29000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Barclays plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0031348658 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 188326.96000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -53.80000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Melrose Industries plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BNGDN821 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 145507.39000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -651.28000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Barratt Developments plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0000811801 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 128105.05000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1003.37000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Kingfisher plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0033195214 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 144031.52000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2205.82000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | DCC plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE0002424939 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 107133.95000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 232.00000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Associated British Foods plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0006731235 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 167753.79000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -526.97000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Smith & Nephew plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0009223206 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 52173.39000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -300.78000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Next plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0032089863 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 53961.67000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 159.31000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Rolls-Royce Holdings plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B63H8491 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 195963.28000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 304.76000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Intermediate Capital Group plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BYT1DJ19 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 28327.95000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -163.68000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | WH Smith plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B2PDGW16 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3141.49000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 0.14000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Burberry Group plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0031743007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 229754.53000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -955.51000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Mondi plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B1CRLC47 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23242.87000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -220.96000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Persimmon plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0006825383 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 98491.64000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 231.02000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Schroders plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BP9LHF23 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3532.17000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 76.90000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Haleon plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BMX86B70 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 25380.40000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 159.02000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | abrdn plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BF8Q6K64 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 43350.02000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 557.60000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Marks & Spencer Group plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0031274896 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 187336.91000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -489.26000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Ocado Group plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B3MBS747 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 59543.87000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -403.01000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Weir Group plc (The) |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0009465807 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 62954.72000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -217.29000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | B&M European Value Retail SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | LU1072616219 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10282.12000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 66.08000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Whitbread plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B1KJJ408 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 54192.73000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 379.20000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Hiscox Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG4593F1389 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 95763.34000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -535.99000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | National Grid plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BDR05C01 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6829.96000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 26.73000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Bunzl plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B0744B38 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19505.05000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -36.86000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | J Sainsbury plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B019KW72 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 41893.03000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 383.54000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Britvic plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B0N8QD54 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 32937.30000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 34.84000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Sage Group plc (The) |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B8C3BL03 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 552.37000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 5.32000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | BAE Systems plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0002634946 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 146787.23000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2048.81000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Unilever plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B10RZP78 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 59013.03000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 153.88000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | M&G plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BKFB1C65 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9854.46000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 136.22000000 |
| 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). | 51131.53000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -476.81000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | NatWest Group plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BM8PJY71 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13305.88000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -35.26000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Taylor Wimpey plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0008782301 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 195912.94000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2620.46000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Entain plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IM00B5VQMV65 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6671.26000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -105.35000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | GSK plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BN7SWP63 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 132294.92000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -58.18000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Howden Joinery Group plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0005576813 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 99666.08000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2257.30000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Rio Tinto plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0007188757 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 182754.40000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -3.93000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | JD Sports Fashion plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BM8Q5M07 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6544.16000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -92.41000000 |
| 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). | 41496.04000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -182.08000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Antofagasta plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0000456144 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 206143.61000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 4058.04000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Johnson Matthey plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BZ4BQC70 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17432.12000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -103.86000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Pennon Group plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BNNTLN49 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 28318.17000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 175.62000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | United Utilities Group plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B39J2M42 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 111916.05000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 341.80000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Lloyds Banking Group plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0008706128 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 63155.06000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 624.80000000 |
| ISO Currency Code. |
United States Dollar
|
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
| Receipts: fixed, floating or other. |
Fixed
Floating
Other
|
| Receipts: Floating rate Index. | SONIA |
| Receipts: Floating rate Spread. | 0.00300000 |
| Receipt: Floating Rate Reset Dates. | Day |
| Receipt: Floating Rate Reset Dates Unit. | 1 |
| Receipts: Floating Rate Tenor. | Day |
| Receipts: Floating Rate Tenor Unit. | 1 |
| Receipts: Base currency. |
United States Dollar
|
| Receipts: Amount. | 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| Payments: fixed, floating or other. |
Fixed
Floating
Other
|
| Payments: fixed or floating | Floating |
| Payments: Floating rate Index. | SONIA |
| Payments: Floating rate Spread. | 0.00300000 |
| Payment: Floating Rate Reset Dates. | Day |
| Payment: Floating Rate Reset Dates Unit. | 1 |
| Payment: Floating Rate Tenor. | Day |
| Payment: Floating Rate Tenor Unit. | 1 |
| Payments: Base currency |
United States Dollar
|
| Payments: Amount | 0.00000000 |
| ii. Termination or maturity date. | 2025-02-25 |
| 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. | 7831599.00000000 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 4431.66000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 486931 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 1176.86000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.005063198884 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 32125.62000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 27786.00000000 |
| Description of currency purchased. |
Switzerland Franc
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 1176.86000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 32125.62000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 27786.00000000 |
| Description of currency purchased. |
Switzerland Franc
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 1176.86000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488237 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 42.50000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000182847537 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 574.51000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 6258.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 42.50000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 574.51000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 6258.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 42.50000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487138 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 86.23000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000370986897 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 14401.88000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 11362.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 86.23000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 14401.88000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 11362.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 86.23000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 486925 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 86.96000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000374127572 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 11053.39000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 14650.00000000 |
| Description of currency purchased. |
Singapore Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 86.96000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 11053.39000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 14650.00000000 |
| Description of currency purchased. |
Singapore Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 86.96000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488064 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 250.55000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.001077940010 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 21065.92000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 16717.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 250.55000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 21065.92000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 16717.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 250.55000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488246 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 45.90000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000197475340 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 627.11000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 6826.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 45.90000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 627.11000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 6826.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 45.90000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487954 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 108.20000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000465508318 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 1591.98000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 17244.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 108.20000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 1591.98000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 17244.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 108.20000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487833 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 624.09000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.002685019281 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 35278.62000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 32421.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 624.09000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 35278.62000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 32421.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 624.09000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487000 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 9.71000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000041775284 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 179.40000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 1918.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 9.71000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 179.40000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 1918.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 9.71000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488249 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 45.91000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000197518363 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 627.10000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 6826.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 45.91000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 627.10000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 6826.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 45.91000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 482292 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 14.72000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000063329782 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 305.72000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 3250.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 14.72000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 305.72000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 3250.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 14.72000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 486867 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 744.32000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.003202284208 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 30894.03000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 41878.00000000 |
| Description of currency purchased. |
Canada Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 744.32000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 30894.03000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 41878.00000000 |
| Description of currency purchased. |
Canada Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 744.32000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488082 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 769.45000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.003310400882 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 34939.47000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 32246.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 769.45000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 34939.47000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 32246.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 769.45000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 486952 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 109.62000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000471617577 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 14118.36000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 11158.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 109.62000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 14118.36000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 11158.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 109.62000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487198 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 301.25000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.001296066366 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 26541.90000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 24240.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 301.25000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 26541.90000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 24240.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 301.25000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 486949 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 109.39000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000470628049 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 5058.24000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 18666.00000000 |
| Description of currency purchased. |
Israel Shekel
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 109.39000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 5058.24000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 18666.00000000 |
| Description of currency purchased. |
Israel Shekel
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 109.39000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487399 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 114.18000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000491236042 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 21723.82000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 17126.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 114.18000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 21723.82000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 17126.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 114.18000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487809 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 1128.45000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.004854924784 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 32174.03000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 27786.00000000 |
| Description of currency purchased. |
Switzerland Franc
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 1128.45000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 32174.03000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 27786.00000000 |
| Description of currency purchased. |
Switzerland Franc
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 1128.45000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487734 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 92.54000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000398134378 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 1647.67000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 17650.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 92.54000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 1647.67000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 17650.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 92.54000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487848 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 16.44000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000070729729 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 246.22000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 2664.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 16.44000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 246.22000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 2664.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 16.44000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487177 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 319.67000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.001375314640 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 26523.48000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 24240.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 319.67000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 26523.48000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 24240.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 319.67000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 486811 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 88.66000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000381441474 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 26694.69000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 24186.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 88.66000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 26694.69000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 24186.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 88.66000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 496371 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -146.85000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | -0.00063179201 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 86000.00000000 |
| Description of currency sold. |
Singapore Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 65250.45000000 |
| Description of currency purchased. |
United States Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -146.85000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 86000.00000000 |
| Description of currency sold. |
Singapore Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 65250.45000000 |
| Description of currency purchased. |
United States Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -146.85000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 482265 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 36.61000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000157507019 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 1016.76000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 1666.00000000 |
| Description of currency purchased. |
New Zealand Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 36.61000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 1016.76000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 1666.00000000 |
| Description of currency purchased. |
New Zealand Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 36.61000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 482392 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 13.48000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000057994936 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 265.15000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 2826.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 13.48000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 265.15000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 2826.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 13.48000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 486790 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 816.99000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.003514931985 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 33532.05000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 45466.00000000 |
| Description of currency purchased. |
Canada Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 816.99000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 33532.05000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 45466.00000000 |
| Description of currency purchased. |
Canada Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 816.99000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488216 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 282.13000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.001213806486 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 21012.66000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 16700.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 282.13000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 21012.66000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 16700.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 282.13000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488016 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 112.02000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000481943085 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 5055.89000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 18667.00000000 |
| Description of currency purchased. |
Israel Shekel
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 112.02000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 5055.89000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 18667.00000000 |
| Description of currency purchased. |
Israel Shekel
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 112.02000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488350 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 300.49000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.001292796622 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 20968.80000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 16680.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 300.49000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 20968.80000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 16680.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 300.49000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488383 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 275.97000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.001187304349 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 21066.00000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 16737.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 275.97000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 21066.00000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 16737.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 275.97000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488067 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 790.41000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.003400576985 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 34859.82000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 32193.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 790.41000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 34859.82000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 32193.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 790.41000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487373 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 367.03000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.001579071331 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 26480.55000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 24244.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 367.03000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 26480.55000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 24244.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 367.03000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487414 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 365.25000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.001571413246 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 26412.56000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 24181.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 365.25000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 26412.56000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 24181.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 365.25000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Total Return Basket Swap |
| d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 74200063300 PML CAD |
| Description of other unique identifier. | Inhouse Account Number |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 4117062.51999999 |
| Units |
Principal amount
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
Canada Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 60152.09000000 |
| Exchange rate. | 1.32505000 |
| Percentage value compared to net assets of the Fund. | 0.258792035600 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
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. | Merrill Lynch International |
| LEI (if any) of counterparty. | 549300J8H1BYG1YAFY05 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name. | N/A |
| Index identifier, if any. | N/A |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Narrative description. | Rec/pay the total return of custom basket plus CORRA +/- spread (-0.23% to 0.24%). CAD Currency. Maturity 13-14 Months 08/26/24 to 02/25/25 |
For all other indices or custom baskets provide:
| i. Name. | Nutrien Ltd. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 67077M108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 49802.35000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -873.96000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | IGM Financial, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 449586106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15773.72000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -387.47000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Onex Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 68272K103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 18644.96000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -155.16000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | GFL Environmental, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 36168Q104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 117910.10000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -628.30000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Sun Life Financial, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 866796105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 175242.35000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1963.57000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Pan American Silver Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 697900108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 56448.09000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1739.29000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Bank of Nova Scotia (The) |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 064149107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 128362.33000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1194.07000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Kinaxis, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 49448Q109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 16161.08000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 31.52000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Capital Power Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 14042M102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 85472.34000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 259.62000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | WSP Global, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 92938W202 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 33502.03000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -360.74000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Atco Ltd., Class I |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 046789400 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 69836.84000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1173.88000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | TC Energy Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 87807B107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7460.97000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 21.42000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Quebecor, Inc., Class B |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 748193208 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5661.49000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 23.35000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Teck Resources Ltd., Class B |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 878742204 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 52626.27000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 376.27000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Tourmaline Oil Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 89156V106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 16144.91000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -13.55000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | West Fraser Timber Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 952845105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 63051.45000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -244.73000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Toromont Industries Ltd. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 891102105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 66678.31000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -149.32000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Parkland Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 70137W108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 138407.41000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1620.32000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Franco-Nevada Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 351858105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 22374.66000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 285.08000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Air Canada |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 008911877 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 135056.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -144.52000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Cameco Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 13321L108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1767.73000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 15.47000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Northland Power, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 666511100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 36258.04000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 45.19000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Toronto-Dominion Bank (The) |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 891160509 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1550.79000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 0.36000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Boralex, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 09950M300 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 25062.06000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -390.59000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | First Quantum Minerals Ltd. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 335934105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 58055.55000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1803.55000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Alamos Gold, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 011532108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 64674.08000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2158.49000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Bank of Montreal |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 063671101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 34433.63000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -97.17000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Finning International, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 318071404 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 109779.04000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1575.64000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Fortis, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 349553107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17072.30000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -84.56000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Barrick Gold Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 067901108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17290.35000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -325.01000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Royal Bank of Canada |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 780087102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23158.37000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 39.75000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Element Fleet Management Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 286181201 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 47186.14000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -766.01000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Nuvei Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 67079A102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9693.89000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -250.68000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | SSR Mining, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 784730103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5709.25000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -132.49000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Intact Financial Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 45823T106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 55540.14000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -572.13000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | TMX Group Ltd. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 87262K105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 43562.17000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -516.49000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Saputo, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 802912105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10772.09000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 134.84000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Canadian Imperial Bank of Commerce |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 136069101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 87246.22000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 164.10000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Pembina Pipeline Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 706327103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 138025.42000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -393.32000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Canadian Pacific Kansas City Ltd. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 13646K108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 41380.57000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 201.30000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | CCL Industries, Inc., Class B |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 124900309 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7645.22000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -44.90000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Keyera Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 493271100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4616.98000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -18.74000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Brookfield Renewable Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 11284V105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37620.45000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 0.00000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Dollarama, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 25675T107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 65651.40000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -776.90000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Hydro One Ltd. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 448811208 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 41226.52000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -373.84000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Aritzia, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 04045U102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 40906.01000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 735.43000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Agnico Eagle Mines Ltd. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 008474108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 54060.53000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1019.45000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Wheaton Precious Metals Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 962879102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13813.51000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 236.64000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | iA Financial Corp., Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 45075E104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 72533.96000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 120.45000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Empire Co. Ltd., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 291843407 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 53273.99000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 516.78000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Brookfield Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 11271J107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 52546.32000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 662.39000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Algonquin Power & Utilities Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 015857105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 22025.40000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 447.88000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Metro, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 59162N109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11646.92000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 122.26000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | RB Global, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 74935Q107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 70063.39000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -521.50000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | George Weston Ltd. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 961148509 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 114090.41000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1005.66000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Enbridge, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 29250N105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1439.95000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 6.64000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Constellation Software, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 21037X134 |
| iii. Number 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. |
United States Dollar
|
| iv. Value. | 0.02000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | AltaGas Ltd. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 021361100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3275.29000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -30.61000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | BRP, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 05577W200 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 48445.82000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 251.41000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Descartes Systems Group, Inc. (The) |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 249906108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 26046.04000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 392.41000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Open Text Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 683715106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 94017.98000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -996.06000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Alimentation Couche-Tard, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 01626P148 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 25439.76000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -205.40000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | National Bank of Canada |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 633067103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 33233.46000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 161.23000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Canadian National Railway Co. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 136375102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7038.83000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 13.95000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Restaurant Brands International, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 76131D103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 113292.70000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -267.86000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Rogers Communications, Inc., Class B |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 775109200 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 54631.15000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -264.22000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Shopify, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 82509L107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 112887.82000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -443.15000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | TFI International, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 87241L109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 63115.63000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -605.80000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Brookfield Infrastructure Corp., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 11275Q107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 25009.36000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -34.25000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Gildan Activewear, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 375916103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14484.86000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -108.74000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Magna International, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 559222401 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 36927.85000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -202.82000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | BCE, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 05534B760 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 167922.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1972.62000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Constellation Software, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 21037X100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 27272.91000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 73.88000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | CGI, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 12532H104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 27317.65000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 15.40000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | CAE, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 124765108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7187.50000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -8.59000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Stantec, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 85472N109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 90238.95000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 994.08000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | SNC-Lavalin Group, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 78460T105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 61846.62000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 134.10000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Loblaw Cos. Ltd. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 539481101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1936.23000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 18.57000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Lundin Mining Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 550372106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 22767.23000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 107.25000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Thomson Reuters Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 884903808 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 67839.49000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -703.85000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Kinross Gold Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 496902404 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 49794.75000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1303.85000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Emera, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 290876101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 79224.26000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -945.02000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Canadian Utilities Ltd., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 136717832 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 29097.02000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 282.85000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Canadian Tire Corp. Ltd., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 136681202 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 42692.31000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 233.61000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Canadian Natural Resources Ltd. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 136385101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 18082.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 222.87000000 |
| ISO Currency Code. |
United States Dollar
|
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
| Receipts: fixed, floating or other. |
Fixed
Floating
Other
|
| Receipts: Floating rate Index. | CORRA |
| Receipts: Floating rate Spread. | 0.00240000 |
| Receipt: Floating Rate Reset Dates. | Day |
| Receipt: Floating Rate Reset Dates Unit. | 1 |
| Receipts: Floating Rate Tenor. | Day |
| Receipts: Floating Rate Tenor Unit. | 1 |
| Receipts: Base currency. |
United States Dollar
|
| Receipts: Amount. | 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| Payments: fixed, floating or other. |
Fixed
Floating
Other
|
| Payments: fixed or floating | Floating |
| Payments: Floating rate Index. | CORRA |
| Payments: Floating rate Spread. | 0.00240000 |
| Payment: Floating Rate Reset Dates. | Day |
| Payment: Floating Rate Reset Dates Unit. | 1 |
| Payment: Floating Rate Tenor. | Day |
| Payment: Floating Rate Tenor Unit. | 1 |
| Payments: Base currency |
United States Dollar
|
| Payments: Amount | 0.00000000 |
| ii. Termination or maturity date. | 2024-08-26 |
| 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. | 4117063.00000000 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -10067.44000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488341 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 820.29000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.003529129559 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 34901.92000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 32258.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 820.29000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 34901.92000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 32258.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 820.29000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488186 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 793.65000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.003414516420 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 34882.05000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 32216.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 793.65000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 34882.05000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 32216.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 793.65000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487159 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 106.20000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000456903728 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 14440.56000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 11408.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 106.20000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 14440.56000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 11408.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 106.20000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487049 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 81.22000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000349432399 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 1439.03000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 15419.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 81.22000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 1439.03000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 15419.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 81.22000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487449 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 1348.56000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.005801902935 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 65134.42000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 88000.00000000 |
| Description of currency purchased. |
Canada Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 1348.56000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 65134.42000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 88000.00000000 |
| Description of currency purchased. |
Canada Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 1348.56000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487984 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 159.49000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000686173028 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 10980.86000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 14650.00000000 |
| Description of currency purchased. |
Singapore Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 159.49000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 10980.86000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 14650.00000000 |
| Description of currency purchased. |
Singapore Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 159.49000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487370 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 367.17000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.001579673652 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 26480.41000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 24244.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 367.17000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 26480.41000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 24244.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 367.17000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487105 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 313.53000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.001348898549 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 26448.78000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 24167.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 313.53000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 26448.78000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 24167.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 313.53000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 486887 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 1950.83000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.008393046140 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 84625.06000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 126750.00000000 |
| Description of currency purchased. |
Australia Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 1950.83000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 84625.06000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 126750.00000000 |
| Description of currency purchased. |
Australia Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 1950.83000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Total Return Basket Swap |
| d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 74200063300 PML NOK |
| Description of other unique identifier. | Inhouse Account Number |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 570498.97000000 |
| Units |
Principal amount
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
Norway Krone
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -289.42000000 |
| Exchange rate. | 10.15990000 |
| Percentage value compared to net assets of the Fund. | -0.00124517021 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
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. | Merrill Lynch International |
| LEI (if any) of counterparty. | 549300J8H1BYG1YAFY05 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name. | N/A |
| Index identifier, if any. | N/A |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Narrative description. | Rec/pay the total return of custom basket plus NIBOR +/- spread (-0.23% to 0.30%). NOK Currency. Maturity 25 Months 02/25/25 to 01/26/26 |
For all other indices or custom baskets provide:
| i. Name. | DNB Bank ASA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0010161896 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 27873.50000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 254.41000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | TOMRA Systems ASA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0012470089 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 38651.64000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -909.72000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Mowi ASA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0003054108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 41850.43000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 584.50000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Orkla ASA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0003733800 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 51634.41000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 762.77000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Telenor ASA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0010063308 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 54972.39000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -260.27000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Kongsberg Gruppen ASA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0003043309 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5127.47000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 44.21000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Salmar ASA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0010310956 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 119626.33000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2271.31000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Leroy Seafood Group ASA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0003096208 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 608.86000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 5.49000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Norsk Hydro ASA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0005052605 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 149898.58000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 0.88000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Yara International ASA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0010208051 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20747.55000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -192.73000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Subsea 7 SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | LU0075646355 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 39360.04000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -255.02000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Schibsted ASA, Class A |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0003028904 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9961.27000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -112.43000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Gjensidige Forsikring ASA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NO0010582521 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10186.50000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -276.48000000 |
| ISO Currency Code. |
United States Dollar
|
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
| Receipts: fixed, floating or other. |
Fixed
Floating
Other
|
| Receipts: Floating rate Index. | NIBOR |
| Receipts: Floating rate Spread. | 0.00300000 |
| Receipt: Floating Rate Reset Dates. | Month |
| Receipt: Floating Rate Reset Dates Unit. | 1 |
| Receipts: Floating Rate Tenor. | Month |
| Receipts: Floating Rate Tenor Unit. | 1 |
| Receipts: Base currency. |
United States Dollar
|
| Receipts: Amount. | 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| Payments: fixed, floating or other. |
Fixed
Floating
Other
|
| Payments: fixed or floating | Floating |
| Payments: Floating rate Index. | NIBOR |
| Payments: Floating rate Spread. | 0.00300000 |
| Payment: Floating Rate Reset Dates. | Month |
| Payment: Floating Rate Reset Dates Unit. | 1 |
| Payment: Floating Rate Tenor. | Month |
| Payment: Floating Rate Tenor Unit. | 1 |
| Payments: Base currency |
United States Dollar
|
| Payments: Amount | 0.00000000 |
| ii. Termination or maturity date. | 2025-02-25 |
| 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. | 570499.00000000 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -2625.70000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488028 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 22.57000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000097102797 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 291.36000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 3184.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 22.57000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 291.36000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 3184.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 22.57000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488183 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 793.48000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.003413785030 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 34882.22000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 32216.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 793.48000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 34882.22000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 32216.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 793.48000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 482351 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 13.72000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000059027487 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 264.91000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 2826.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 13.72000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 264.91000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 2826.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 13.72000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487746 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 1646.50000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.007083728705 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 54000.14000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 559542.00000000 |
| Description of currency purchased. |
Sweden Krona
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 1646.50000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 54000.14000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 559542.00000000 |
| Description of currency purchased. |
Sweden Krona
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 1646.50000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488139 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 180.64000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000777166567 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 10959.71000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 14650.00000000 |
| Description of currency purchased. |
Singapore Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 180.64000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 10959.71000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 14650.00000000 |
| Description of currency purchased. |
Singapore Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 180.64000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487346 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 11.56000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000049734530 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 210.87000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 2256.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 11.56000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 210.87000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 2256.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 11.56000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487132 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 305.80000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.001315641808 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 26424.40000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 24138.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 305.80000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 26424.40000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 24138.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 305.80000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 482348 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 13.72000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000059027487 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 264.91000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 2826.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 13.72000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 264.91000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 2826.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 13.72000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488374 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 771.84000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.003320683367 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 34746.61000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 32074.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 771.84000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 34746.61000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 32074.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 771.84000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488040 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 229.75000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000988452274 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 21065.04000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 16700.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 229.75000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 21065.04000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 16700.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 229.75000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488120 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 118.45000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000509606841 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 1530.46000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 16724.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 118.45000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 1530.46000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 16724.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 118.45000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487180 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 319.80000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.001375873938 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 26523.35000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 24240.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 319.80000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 26523.35000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 24240.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 319.80000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488198 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 822.55000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.003538852746 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 34930.67000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 32286.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 822.55000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 34930.67000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 32286.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 822.55000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488174 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 259.50000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.001116445550 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 21056.97000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 16717.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 259.50000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 21056.97000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 16717.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 259.50000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487408 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 351.39000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.001511783437 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 26425.32000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 24180.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 351.39000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 26425.32000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 24180.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 351.39000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488332 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 132.45000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000569838971 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 11007.90000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 14650.00000000 |
| Description of currency purchased. |
Singapore Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 132.45000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 11007.90000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 14650.00000000 |
| Description of currency purchased. |
Singapore Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 132.45000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487162 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 106.27000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000457204888 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 14440.49000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 11408.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 106.27000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 14440.49000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 11408.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 106.27000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488070 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 790.26000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.003399931640 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 34861.08000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 32194.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 790.26000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 34861.08000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 32194.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 790.26000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488043 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 751.05000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.003231238654 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 35068.61000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 32346.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 751.05000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 35068.61000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 32346.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 751.05000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488365 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 795.58000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.003422819850 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 35144.79000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 32455.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 795.58000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 35144.79000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 32455.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 795.58000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 482339 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 148.35000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000638245462 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 14362.71000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 11380.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 148.35000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 14362.71000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 11380.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 148.35000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 486982 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 13.03000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000056058903 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 240.36000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 2570.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 13.03000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 240.36000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 2570.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 13.03000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 486743 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 97.14000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000417924935 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 26686.21000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 24186.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 97.14000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 26686.21000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 24186.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 97.14000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487052 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 81.22000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000349432399 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 1439.03000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 15419.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 81.22000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 1439.03000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 15419.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 81.22000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487957 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 108.21000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000465551341 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 1591.97000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 17244.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 108.21000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 1591.97000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 17244.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 108.21000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 486902 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -36.61000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | -0.00015750701 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 55651.40000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 433500.00000000 |
| Description of currency purchased. |
Hong Kong Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -36.61000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 55651.40000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 433500.00000000 |
| Description of currency purchased. |
Hong Kong Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -36.61000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 486994 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 101.00000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000434531794 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 14707.17000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 11613.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 101.00000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 14707.17000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 11613.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 101.00000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487458 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 374.06000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.001609316464 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 26402.65000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 24180.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 374.06000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 26402.65000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 24180.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 374.06000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 482262 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 36.60000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000157463996 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 1016.77000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 1666.00000000 |
| Description of currency purchased. |
New Zealand Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 36.60000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 1016.77000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 1666.00000000 |
| Description of currency purchased. |
New Zealand Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 36.60000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487135 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 86.16000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000370685736 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 14401.95000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 11362.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 86.16000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 14401.95000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 11362.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 86.16000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488195 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 46.07000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000198206730 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 626.75000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 6824.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 46.07000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 626.75000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 6824.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 46.07000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488046 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 750.88000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.003230507264 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 35068.78000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 32346.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 750.88000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 35068.78000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 32346.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 750.88000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Goldman Sachs Financial Square Funds - Treasury Instruments Fund |
| 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. | 549300DAH6N80PM31E83 |
| c. Title of the issue or description of the investment. | Goldman Sachs Financial Square Funds - Treasury Instruments Fund, Institutional Shares |
| d. CUSIP (if any). | 38142B500 |
At least one of the following other identifiers:
| Identifier. | ISIN |
| ISIN | US38142B5003 |
| 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 | AQR3926924 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 105602.42000000 |
| Units |
Number of shares
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 105602.42000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.454332762770 |
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. |
Registered fund
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
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. 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Total Return Basket Swap |
| d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 74200063300 PML DKK |
| Description of other unique identifier. | Inhouse Account Number |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1157081.41999999 |
| Units |
Principal amount
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
Denmark Krone
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 15429.97000000 |
| Exchange rate. | 6.75270000 |
| Percentage value compared to net assets of the Fund. | 0.066384282666 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
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. | Merrill Lynch International |
| LEI (if any) of counterparty. | 549300J8H1BYG1YAFY05 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name. | N/A |
| Index identifier, if any. | N/A |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Narrative description. | Rec/pay the total return of custom basket plus CIBOR +/- spread (-1.26% to 0.35%). DKK Currency. Maturity 25 Months 02/25/25 to 01/26/26 |
For all other indices or custom baskets provide:
| i. Name. | Vestas Wind Systems A/S |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0061539921 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5663.87000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -21.76000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Royal Unibrew A/S |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060634707 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6881.02000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 60.69000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Demant A/S |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060738599 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 51184.81000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 767.42000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Carlsberg A/S, Class B |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0010181759 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 181324.61000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 998.68000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Danske Bank A/S |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0010274414 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13873.54000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 39.08000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | ISS A/S |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060542181 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 176938.89000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1197.02000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Coloplast A/S, Class B |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060448595 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 36336.63000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 291.74000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | DSV A/S |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060079531 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 116493.59000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1177.72000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Novozymes A/S, Class B |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060336014 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 105109.13000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 192.87000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | ROCKWOOL A/S |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0010219153 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12873.19000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -77.18000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Tryg A/S |
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). | 63785.08000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -218.66000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Genmab A/S |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0010272202 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 81945.23000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 575.41000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | GN Store Nord A/S |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0010272632 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 25013.76000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 230.50000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Pandora A/S |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0060252690 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 141849.76000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 455.12000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Jyske Bank A/S (Registered) |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0010307958 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4374.13000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 17.16000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | AP Moller - Maersk A/S, Class B |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0010244508 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 21600.29000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -62.16000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Ambu A/S, Class B |
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). | 44446.39000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -714.94000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Orsted A/S |
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). | 6763.26000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -17.23000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Novo Nordisk A/S, Class B |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DK0062498333 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 60624.24000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -674.89000000 |
| ISO Currency Code. |
United States Dollar
|
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
| Receipts: fixed, floating or other. |
Fixed
Floating
Other
|
| Receipts: Floating rate Index. | CIBOR |
| Receipts: Floating rate Spread. | 0.00350000 |
| Receipt: Floating Rate Reset Dates. | Month |
| Receipt: Floating Rate Reset Dates Unit. | 1 |
| Receipts: Floating Rate Tenor. | Month |
| Receipts: Floating Rate Tenor Unit. | 1 |
| Receipts: Base currency. |
United States Dollar
|
| Receipts: Amount. | 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| Payments: fixed, floating or other. |
Fixed
Floating
Other
|
| Payments: fixed or floating | Floating |
| Payments: Floating rate Index. | CIBOR |
| Payments: Floating rate Spread. | 0.00350000 |
| Payment: Floating Rate Reset Dates. | Month |
| Payment: Floating Rate Reset Dates Unit. | 1 |
| Payment: Floating Rate Tenor. | Month |
| Payment: Floating Rate Tenor Unit. | 1 |
| Payments: Base currency |
United States Dollar
|
| Payments: Amount | 0.00000000 |
| ii. Termination or maturity date. | 2025-02-25 |
| 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. | 1157081.00000000 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 1861.28000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 486955 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 109.69000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000471918737 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 14118.29000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 11158.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 109.69000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 14118.29000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 11158.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 109.69000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487913 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 629.69000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.002709112133 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 35008.36000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 32182.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 629.69000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 35008.36000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 32182.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 629.69000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487003 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 9.71000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000041775284 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 179.40000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 1918.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 9.71000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 179.40000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 1918.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 9.71000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 482327 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 133.45000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000574141266 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 14446.47000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 11434.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 133.45000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 14446.47000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 11434.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 133.45000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Total Return Basket Swap |
| d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 74200063300 PGS USD |
| Description of other unique identifier. | Inhouse Account Number |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 81962115.81000000 |
| 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. | -165801.62999999 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | -0.71332752251 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Goldman Sachs International |
| LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name. | N/A |
| Index identifier, if any. | N/A |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Narrative description. | Rec/pay the total return of custom basket plus OBFR +/- spread (-0.61% to 0.02%). USD Currency. Maturity 37-61 Months 12/18/26 to 01/03/29 |
For all other indices or custom baskets provide:
| i. Name. | Generac Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 368736104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 72374.40000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1342.13000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Textron, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 883203101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 108888.68000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 4441.12000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | NCR Voyix Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 62886E108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 27681.67000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2406.39000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | HEICO Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 422806109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 267947.26000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 4073.74000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Middleby Corp. (The) |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 596278101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 82268.03000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -418.31000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Walgreens Boots Alliance, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 931427108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8799.07000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1048.07000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Fortive Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 34959J108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 141443.23000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1239.05000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Ingredion, Inc.�� |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 457187102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 38094.03000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 624.78000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Wolfspeed, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 977852102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 106077.38000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -9678.86000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | KB Home |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 48666K109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 231164.46000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 23612.38000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Darden Restaurants, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 237194105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 77056.70000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1453.90000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Block, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 852234103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 42929.25000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -4878.45000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Marriott International, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 571903202 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 222803.88000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -8921.64000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Constellation Brands, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 21036P108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 69865.75000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1748.45000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | United States Steel Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 912909108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10167.85000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2614.59000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Invitation Homes, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 46187W107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19203.93000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -467.29000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Wayfair, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 94419L101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 96313.70000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -4351.09000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Corteva, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 22052L104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7427.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -328.60000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | NCR Atleos Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 63001N106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3862.11000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -0.31000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Polaris, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 731068102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19806.93000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1471.36000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Aramark |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 03852U106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 36249.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1302.90000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Eli Lilly & Co. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 532457108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 61789.52000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -191.30000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | ICU Medical, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 44930G107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37302.76000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -5336.98000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Zscaler, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 98980G102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 124738.28000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 6694.46000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | MongoDB, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 60937P106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13083.20000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 430.72000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | NewMarket Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 651587107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7095.79000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 66.82000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Bio-Techne Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 09073M104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 73379.16000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -5593.13000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | VICI Properties, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 925652109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 49669.04000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1698.22000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | HP, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 40434L105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 78504.81000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -562.95000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Southern Co. (The) |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 842587107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 239249.44000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 3098.32000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Bank OZK |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 06417N103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 32638.65000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 527.83000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | CSX Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 126408103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 21148.70000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 896.70000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Nasdaq, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 631103108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 85698.36000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 3706.03000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Bath & Body Works, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 070830104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 93786.68000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -9496.01000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Fair Isaac Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 303250104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23280.20000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -128.28000000 |
| 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. | CUSIP |
| CUSIP. | 29670G102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2315.70000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 12.74000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | M&T Bank Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 55261F104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 16038.36000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 27.40000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | STAG Industrial, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 85254J102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 139019.66000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -5025.80000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | BOK Financial Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 05561Q201 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 76913.70000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2895.31000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Brown & Brown, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 115236101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 77225.46000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2463.42000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Landstar System, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 515098101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 29628.45000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1874.25000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Natera, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 632307104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 28375.92000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2690.82000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | TransUnion |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 89400J107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 28033.68000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1475.81000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Neogen Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 640491106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 233658.09000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -20517.07000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | NiSource, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 65473P105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37302.75000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 295.05000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | SouthState Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 840441109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 168646.65000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -8567.13000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Clearway Energy, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 18539C204 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8969.61000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 827.31000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Becton Dickinson & Co. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 075887109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7314.90000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -313.20000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | East West Bancorp, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 27579R104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 61013.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2984.96000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Prologis, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 74340W103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 16795.80000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 144.05000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | DoubleVerify Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 25862V105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 21185.28000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1848.96000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Westinghouse Air Brake Technologies Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 929740108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 65734.20000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 3189.30000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Williams Cos., Inc. (The) |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 969457100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 109401.03000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 317.13000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | 10X Genomics, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 88025U109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 34023.68000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -4754.56000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Enhabit, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 29332G102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19799.55000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 765.20000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Gentex Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 371901109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 139523.52000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2322.71000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Healthpeak Properties, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 42250P103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 159548.40000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 8299.74000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Halliburton Co. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 406216101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 104545.80000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 3990.96000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | W R Berkley Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 084423102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 34157.76000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -210.92000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Coty, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 222070203 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 118573.74000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -3790.59000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Assurant, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 04621X108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37404.78000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 8.88000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Graco, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 384109104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 21256.20000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -957.95000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Hubbell, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 443510607 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 47694.85000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1849.57000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | LyondellBasell Industries NV, Class A |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0009434992 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 46684.28000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1168.58000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Accenture plc, Class A |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00B4BNMY34 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 61760.16000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1019.01000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | LivaNova plc |
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). | 103.48000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2.05000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Synopsys, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 871607107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5664.01000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -452.21000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Booz Allen Hamilton Holding Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 099502106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 144538.30000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1214.29000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | White Mountains Insurance Group Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG9618E1075 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 40635.27000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -465.75000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Grocery Outlet Holding Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 39874R101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37070.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -3176.72000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Independence Realty Trust, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 45378A106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 32925.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -24.94000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | TripAdvisor, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 896945201 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13284.01000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1931.21000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Verizon Communications, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 92343V104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 157925.30000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 125.67000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Lululemon Athletica, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 550021109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 77716.08000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1299.60000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Alteryx, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 02156B103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23532.84000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1327.34000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Mettler-Toledo International, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 592688105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 60648.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -562.80000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Reynolds Consumer Products, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 76171L106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 112781.68000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1672.47000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Aon plc, Class A |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BLP1HW54 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 82649.68000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -4625.73000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Viasat, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 92552V100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 85051.85000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -12658.88000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | WESCO International, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 95082P105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 107631.72000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 4636.31000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | TEGNA, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 87901J105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 167810.40000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 767.76000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Workday, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 98138H101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 226369.20000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 39.26000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Celanese Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 150870103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 318974.61000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -25538.89000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Republic Services, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 760759100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 31167.99000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 466.83000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Xylem, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 98419M100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 48831.72000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2843.82000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Snap, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 83304A106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 140620.58000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -9514.30000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Charles Schwab Corp. (The) |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 808513105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 34744.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2042.18000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Intuit, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 461202103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13125.63000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 805.77000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | First Industrial Realty Trust, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 32054K103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2159.47000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -115.21000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Sabra Health Care REIT, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 78573L106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7891.31000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 77.42000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Ingevity Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 45688C107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 472.20000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -67.00000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Toll Brothers, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 889478103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 330058.69000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 31660.46000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Analog Devices, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 032654105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 18466.08000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 783.99000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Allegro MicroSystems, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 01749D105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2330.79000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -224.07000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | NextEra Energy, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 65339F101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 85886.36000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 847.32000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Visteon Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 92839U206 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3372.30000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 48.38000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Watts Water Technologies, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 942749102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12917.08000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -433.44000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Valmont Industries, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 920253101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 106013.54000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -968.63000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Dollar General Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 256677105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4078.50000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 8.74000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | CH Robinson Worldwide, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 12541W209 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 148504.41000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1672.79000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Mattel, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 577081102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 50069.76000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -228.12000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Baker Hughes Co. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 05722G100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 269304.22000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 12186.57000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Synchrony Financial |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 87165B103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 203438.13000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 14595.98000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Super Micro Computer, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 86800U104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6537.98000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -246.09000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Fiserv, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 337738108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 164721.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1238.26000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | AppLovin Corp., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 03831W108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6256.45000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -488.27000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Hanover Insurance Group, Inc. (The) |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 410867105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2549.82000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -136.50000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Columbia Sportswear Co. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 198516106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 164409.18000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2722.09000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | PBF Energy, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 69318G106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 27299.16000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1595.97000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Fluor Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 343412102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15393.81000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -168.99000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Ormat Technologies, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 686688102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 87082.71000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -7054.86000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Vicor Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 925815102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8134.14000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1124.01000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | KeyCorp |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 493267108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 28771.20000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2141.19000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Enphase Energy, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 29355A107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 924.98000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 200.13000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | DR Horton, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 23331A109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 93315.72000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2525.58000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | IDEXX Laboratories, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 45168D104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 29417.65000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1003.29000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Karuna Therapeutics, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 48576A100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 44627.91000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -15904.80000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Madison Square Garden Sports Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 55825T103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 29274.63000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1804.81000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Hancock Whitney Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 410120109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1360.52000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 19.15000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | American Financial Group, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 025932104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 121624.47000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -931.21000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Penske Automotive Group, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 70959W103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7383.46000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -419.06000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Altria Group, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 02209S103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 30698.74000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 799.05000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Ziff Davis, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 48123V102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 48779.94000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1971.20000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Willis Towers Watson plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BDB6Q211 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20984.40000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 312.33000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Newell Brands, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 651229106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 46064.76000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1963.59000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Principal Financial Group, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 74251V102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 112419.43000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -3844.01000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Equinix, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 29444U700 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19329.36000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -197.04000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | ConocoPhillips |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 20825C104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 55597.53000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1872.89000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Corebridge Financial, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 21871X109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 28006.38000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1486.95000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Johnson & Johnson |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 478160104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 270689.98000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2836.62000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Vontier Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 928881101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 60808.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 140.80000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Ventas, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 92276F100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10665.76000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -624.88000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Science Applications International Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 808625107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 50100.96000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 121.66000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | SEI Investments Co. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 784117103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 51221.30000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2482.48000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Equitrans Midstream Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 294600101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13284.90000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -57.75000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Cboe Global Markets, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 12503M108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 25355.52000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 204.09000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Hilton Worldwide Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 43300A203 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 74110.63000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 439.08000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Norfolk Southern Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 655844108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 69968.48000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -128.35000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Liberty Broadband Corp., Class C |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 530307305 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 204053.88000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -5183.01000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Constellation Energy Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 21037T109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 42431.07000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -268.62000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | MSC Industrial Direct Co., Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 553530106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 65819.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1274.00000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Chemours Co. (The) |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 163851108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8894.28000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 187.72000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Rayonier, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 754907103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 70662.15000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2728.35000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | ADT, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 00090Q103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 89396.56000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 4981.04000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Merck & Co., Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 58933Y105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 28672.26000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1222.95000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | MercadoLibre, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 58733R102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15715.40000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 431.60000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | EastGroup Properties, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 277276101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 18170.46000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -886.05000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Victoria's Secret & Co. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 926400102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 107513.54000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -553.69000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | AvalonBay Communities, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 053484101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 30891.30000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1948.65000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Vestis Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 29430C102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8265.74000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -27.00000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Realty Income Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 756109104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 47256.66000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1625.18000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | NXP Semiconductors NV |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0009538784 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 168355.44000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 5483.79000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Terex Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 880779103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 215647.38000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 23201.86000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | International Flavors & Fragrances, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 459506101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14655.57000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -778.30000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Plug Power, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 72919P202 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 48627.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -4430.46000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Cintas Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 172908105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 59663.34000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -4262.94000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | First Financial Bankshares, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 32020R109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 176406.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -9044.29000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Stericycle, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 858912108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 63288.12000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 114.14000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Frontier Communications Parent, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 35909D109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 73207.26000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -7193.61000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Bright Horizons Family Solutions, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 109194100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 43067.68000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1183.63000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Camden Property Trust |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 133131102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 47857.78000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2829.34000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | TransDigm Group, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 893641100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 219517.20000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1751.06000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | NOV, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 62955J103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 56844.84000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 4288.59000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | EMCOR Group, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 29084Q100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 178376.04000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -612.72000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Cousins Properties, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 222795502 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 73975.30000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 4289.32000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Erie Indemnity Co., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 29530P102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 164780.64000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -5628.67000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Crane NXT Co. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 224441105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8814.85000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 129.80000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | FMC Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 302491303 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 69670.25000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1442.49000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | United Rentals, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 911363109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14335.50000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1707.00000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Kimco Realty Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 49446R109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9312.47000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 182.19000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Robert Half, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 770323103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 48443.92000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2226.04000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | CDW Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 12514G108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 160033.28000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -8166.40000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | ALLETE, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 018522300 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 35533.96000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 110.31000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | R1 RCM, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 77634L105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 42364.56000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1482.96000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Choice Hotels International, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 169905106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 128482.20000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 578.34000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | West Pharmaceutical Services, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 955306105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 35916.24000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -814.98000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Waste Management, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 94106L109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 200771.10000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -5175.28000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Arrowhead Pharmaceuticals, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 04280A100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 164536.20000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -36187.21000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Abbott Laboratories |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 002824100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 235549.80000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1588.98000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Crowdstrike Holdings, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 22788C105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 138383.44000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 3322.53000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Jamf Holding Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 47074L105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2185.26000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -102.85000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Toro Co. (The) |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 891092108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 160975.23000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -20090.46000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Ultragenyx Pharmaceutical, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 90400D108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 46911.42000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -869.37000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Evergy, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 30034W106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5898.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -41.19000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | IDACORP, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 451107106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 81802.24000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 873.60000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Philip Morris International, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 718172109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 123621.12000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1432.26000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | TechnipFMC plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BDSFG982 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6726.76000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 64.93000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Armstrong World Industries, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 04247X102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13764.80000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 711.20000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | DraftKings, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 26142V105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 60771.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1189.59000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Encompass Health Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 29261A100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6738.72000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -110.09000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Pool Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 73278L105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 75356.19000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 6154.13000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Perrigo Co. plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BGH1M568 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 611.42000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2.61000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Sherwin-Williams Co. (The) |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 824348106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 84836.80000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 4392.26000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Franklin Resources, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 354613101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 69797.97000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 8244.08000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Lucid Group, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 549498103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7965.32000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 585.59000000 |
| 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. | CUSIP |
| CUSIP. | 82982L103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 30550.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -3314.44000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | WEX, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 96208T104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 105640.65000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 3034.26000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | National Storage Affiliates Trust |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 637870106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 115742.77000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -4082.43000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | American Express Co. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 025816109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 209820.80000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 12511.70000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Grab Holdings Ltd., Class A |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KYG4124C1096 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14662.87000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1261.79000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | RPM International, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 749685103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 27014.46000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -963.16000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | L3Harris Technologies, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 502431109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 53497.48000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2425.70000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Veeva Systems, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 922475108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 50825.28000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1710.57000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Estee Lauder Cos., Inc. (The), Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 518439104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14186.25000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1110.65000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | YETI Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 98585X104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 97553.52000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -9250.44000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Apartment Income REIT Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 03750L109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2153.26000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 137.64000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Brink's Co. (The) |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 109696104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 35707.70000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 479.92000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Calix, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 13100M509 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 24772.23000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1139.67000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Gartner, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 366651107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13984.41000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -17.90000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Woodward, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 980745103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 116118.89000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1095.87000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Snap-on, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 833034101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 31194.72000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 839.16000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | RXO, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 74982T103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4675.26000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 395.97000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Huntsman Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 447011107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10428.95000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 132.80000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Spectrum Brands Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 84790A105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 77376.90000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 4209.80000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Envista Holdings Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 29415F104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 38255.40000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2019.30000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | IPG Photonics Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 44980X109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 33647.40000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2174.95000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Fastenal Co. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 311900104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 70469.76000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1544.96000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Paycom Software, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 70432V102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 51059.84000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1498.92000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Kimberly-Clark Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 494368103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 329413.61000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2579.43000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Avis Budget Group, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 053774105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 53000.74000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 3310.89000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Graham Holdings Co., Class B |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 384637104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6965.20000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -222.84000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | First Citizens BancShares, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 31946M103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 21284.55000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 68.40000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Honeywell International, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 438516106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 29778.82000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1323.44000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | IQVIA Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 46266C105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 47201.52000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -3074.28000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Pilgrim's Pride Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 72147K108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6389.46000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -337.26000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | International Business Machines Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 459200101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 55443.45000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 13.56000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | SBA Communications Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 78410G104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 24861.62000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1110.34000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Ashland, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 044186104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 78661.23000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 27.06000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Cullen/Frost Bankers, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 229899109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 132683.27000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -7876.12000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | NRG Energy, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 629377508 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 71035.80000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -5248.68000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | RTX Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 75513E101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 54775.14000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1464.75000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Linde plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE000S9YS762 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 50928.04000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -287.75000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Take-Two Interactive Software, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 874054109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 22050.15000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1149.43000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Texas Roadhouse, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 882681109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4644.74000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -280.06000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Haemonetics Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 405024100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1026.12000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 17.04000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Campbell Soup Co. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 134429109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 31384.98000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -435.60000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | ON Semiconductor Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 682189105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 78351.14000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2360.06000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Curtiss-Wright Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 231561101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 80204.40000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2221.20000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | HF Sinclair Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 403949100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 117363.84000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 7582.08000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Trex Co., Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 89531P105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 148111.31000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -18355.14000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Boston Scientific Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 101137107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 124175.88000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 5102.30000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Sprouts Farmers Market, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 85208M102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 42914.12000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1409.36000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Flowserve Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 34354P105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 235489.86000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 10103.80000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Azenta, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 114340102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 101878.96000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -9305.80000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Tetra Tech, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 88162G103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 79625.61000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -739.35000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Williams-Sonoma, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 969904101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 62148.24000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2023.56000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Illinois Tool Works, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 452308109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 49768.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2192.60000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Mid-America Apartment Communities, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 59522J103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 30387.96000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1814.78000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | HubSpot, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 443573100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 144554.46000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 15327.63000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Penn Entertainment, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 707569109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 30027.08000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -337.40000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Charles River Laboratories International, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 159864107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 30259.20000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1050.61000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Sunrun, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 86771W105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 95068.09000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -30414.04000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | United Therapeutics Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 91307C102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 104227.86000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -5965.71000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Vistra Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 92840M102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 162592.92000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -4967.54000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Truist Financial Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 89832Q109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 177954.40000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 9304.70000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Brighthouse Financial, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 10922N103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 64985.76000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 518.56000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Avient Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 05368V106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 47431.37000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -4307.27000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Equitable Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 29452E101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6726.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 161.60000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Elanco Animal Health, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 28414H103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 57558.70000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -8459.97000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Amphenol Corp., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 032095101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 67606.66000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2652.98000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Nordstrom, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 655664100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13450.05000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 275.27000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Allegion plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BFRT3W74 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7221.33000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 963.87000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | LKQ Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 501889208 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 31589.19000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1355.05000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | H&R Block, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 093671105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 116523.33000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 5179.35000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Littelfuse, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 537008104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 21404.80000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1544.00000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Ameren Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 023608102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 24523.26000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1979.76000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Eversource Energy |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 30040W108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 43759.48000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 659.37000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Corning, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 219350105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 99510.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -371.42000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Alnylam Pharmaceuticals, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 02043Q107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 36176.49000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -3872.61000000 |
| 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. | CUSIP |
| CUSIP. | 525327102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 40157.04000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -25.97000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Freeport-McMoRan, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 35671D857 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 31884.93000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -3520.30000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Sotera Health Co. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 83601L102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 32958.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -3682.86000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Expeditors International of Washington, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 302130109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8649.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -463.76000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Cisco Systems, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 17275R102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 449526.96000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 9883.42000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | AutoNation, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 05329W102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6157.38000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 213.06000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | CACI International, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 127190304 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 26232.66000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -102.06000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Trane Technologies plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BK9ZQ967 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 31219.20000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -833.28000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Cheniere Energy, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 16411R208 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 156028.94000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2029.08000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Sirius XM Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 82968B103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 69753.44000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 5738.40000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Portland General Electric Co. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 736508847 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 108350.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -575.00000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Cadence Design Systems, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 127387108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 138363.96000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1695.24000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Blackbaud, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 09227Q100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 84879.30000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 205.59000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | News Corp., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 65249B109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 308102.50000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -27561.91000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Robinhood Markets, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 770700102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 28715.96000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 583.80000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | WP Carey, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 92936U109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6416.19000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 53.29000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | ROBLOX Corp., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 771049103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 123901.20000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -14173.30000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Valvoline, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 92047W101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 63848.42000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1162.11000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Repligen Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 759916109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 217378.20000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -23043.54000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Fox Factory Holding Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 35138V102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19231.80000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1804.05000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Carlisle Cos., Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 142339100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 75608.06000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -4082.54000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Darling Ingredients, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 237266101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7824.88000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -392.50000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Waters Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 941848103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 130375.08000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -13012.56000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Albemarle Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 012653101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 52301.76000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 4864.72000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Universal Health Services, Inc., Class B |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 913903100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 180184.08000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -3224.09000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Lam Research Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 512807108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 178583.28000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 10868.76000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | First Hawaiian, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 32051X108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 118780.56000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -8420.15000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Antero Resources Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 03674X106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 21636.72000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1421.46000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Fortrea Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 34965K107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 16647.30000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1731.51000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Definitive Healthcare Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 24477E103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 26201.84000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -3637.68000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Air Products and Chemicals, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 009158106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 60783.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2051.28000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | MGIC Investment Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 552848103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 74015.73000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 4105.59000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Hexcel Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 428291108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 81862.50000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2471.10000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | XPO, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 983793100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3766.37000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -233.92000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Advance Auto Parts, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 00751Y106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 101920.10000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 4813.93000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Chemed Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 16359R103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 110517.75000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1304.40000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | J M Smucker Co. (The) |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 832696405 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 70646.42000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2727.92000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Loews Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 540424108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 30689.19000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -57.33000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Molina Healthcare, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 60855R100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 45525.06000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -590.94000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Elastic NV |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0013056914 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 61646.90000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2063.34000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Primerica, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 74164M108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 34567.68000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1140.72000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Hyatt Hotels Corp., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 448579102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 70682.22000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -147.19000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | nCino, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 63947X101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 90498.33000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -8489.76000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | RenaissanceRe Holdings Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG7496G1033 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6860.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 64.14000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | ASGN, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 00191U102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 68088.36000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 3214.32000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Arista Networks, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 040413106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8713.87000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 200.34000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | TE Connectivity Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0102993182 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 120268.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 3960.24000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Wyndham Hotels & Resorts, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 98311A105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 24283.82000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -256.70000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | PNC Financial Services Group, Inc. (The) |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 693475105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 87180.55000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -7007.04000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Lear Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 521865204 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 83596.32000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 4226.88000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Public Storage |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 74460D109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 36905.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -262.59000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Gilead Sciences, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 375558103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 229906.38000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2338.77000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Essent Group Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG3198U1027 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 16824.06000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 883.63000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Teladoc Health, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 87918A105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9848.35000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1156.21000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Flowers Foods, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 343498101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8778.90000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 5.49000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | United Bankshares, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 909907107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 47425.65000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2841.75000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Lincoln Electric Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 533900106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 24572.98000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1039.60000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Airbnb, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 009066101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 115855.14000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 3229.07000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | MSA Safety, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 553498106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 22116.73000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 68.12000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | CNO Financial Group, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 12621E103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 80212.50000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 3335.00000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Cigna Group (The) |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 125523100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 221892.45000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1672.74000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | UGI Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 902681105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 68437.20000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 5257.98000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Northwestern Energy Group, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 668074305 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 33231.17000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 494.23000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | TJX Cos., Inc. (The) |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 872540109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 165949.89000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 4862.67000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Lancaster Colony Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 513847103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 196839.37000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -294.28000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Performance Food Group Co. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 71377A103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 26691.90000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1061.50000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | NNN REIT, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 637417106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 144169.50000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 8081.85000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Lyft, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 55087P104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13940.70000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -585.90000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | WW Grainger, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 384802104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 30661.53000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -416.25000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Verisk Analytics, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 92345Y106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19825.38000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 116.83000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Kyndryl Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 50155Q100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19678.66000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -880.31000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Conagra Brands, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 205887102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 127508.34000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2777.59000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Cencora, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 03073E105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 22181.04000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 241.40000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Kemper Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 488401100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4574.98000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -114.68000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Floor & Decor Holdings, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 339750101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 93375.72000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2439.89000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Palo Alto Networks, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 697435105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 97310.40000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1650.00000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Delta Air Lines, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 247361702 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 60425.46000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 420.56000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Gitlab, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 37637K108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 43883.12000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1076.85000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Align Technology, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 016255101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 113984.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 23013.12000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | FirstCash Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 33768G107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 48883.89000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 588.87000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Silicon Laboratories, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 826919102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 43516.83000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -3109.05000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Clarivate plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JE00BJJN4441 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23529.66000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -3303.30000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Juniper Networks, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 48203R104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 53624.12000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 181.90000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | EnerSys |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 29275Y102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 176680.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 14332.50000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Omnicom Group, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 681919106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 61162.57000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 124.46000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Avantor, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 05352A100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 365.28000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 4.72000000 |
| 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. | CUSIP |
| CUSIP. | 47233W109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10506.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -951.60000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | RingCentral, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 76680R206 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 71227.10000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -4531.68000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | CenterPoint Energy, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 15189T107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 97138.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -572.94000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Chipotle Mexican Grill, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 169656105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 66321.84000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -343.10000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Meta Platforms, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 30303M102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 116098.88000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -8709.45000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Silgan Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 827048109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 176701.25000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -8173.94000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | AZEK Co., Inc. (The) |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 05478C105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6387.75000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -69.66000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Sonoco Products Co. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 835495102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37432.90000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -20.20000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Permian Resources Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 71424F105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 98056.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2285.29000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | GoDaddy, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 380237107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 154568.96000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 604.88000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Boeing Co. (The) |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 097023105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37274.38000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1798.94000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | US Bancorp |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 902973304 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 156543.76000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -9946.75000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Cognex Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 192422103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 97796.82000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -8692.53000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Alexandria Real Estate Equities, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 015271109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 34734.98000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1953.50000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Belden, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 077454106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 43569.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2664.76000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Skyworks Solutions, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 83088M102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 100615.90000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 5128.35000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Donaldson Co., Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 257651109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 73453.40000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 3282.08000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Raymond James Financial, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 754730109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17171.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -532.84000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | McDonald's Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 580135101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 92511.12000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1112.62000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Lattice Semiconductor Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 518415104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 58365.54000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -3219.18000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | F5, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 315616102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 85373.46000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2604.42000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Tandem Diabetes Care, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 875372203 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 56527.38000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -11102.91000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Knight-Swift Transportation Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 499049104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 26922.55000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 537.05000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | GLOBALFOUNDRIES, Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KYG393871085 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 49389.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -4049.28000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Centene Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 15135B101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 274577.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 172.98000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | U-Haul Holding Co. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 023586100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4667.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -815.10000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | UMB Financial Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 902788108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 54892.35000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 4835.52000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Janus Henderson Group plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JE00BYPZJM29 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 41516.55000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 3538.89000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Brixmor Property Group, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 11120U105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9261.46000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 112.68000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Broadcom, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 11135F101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 218785.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 17053.96000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Royal Caribbean Cruises Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | LR0008862868 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 98541.89000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -4222.24000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | BioMarin Pharmaceutical, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 09061G101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7327.92000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 74.76000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | JBG SMITH Properties |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 46590V100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2143.26000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 196.56000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Jack Henry & Associates, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 426281101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 27126.06000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 161.02000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Hershey Co. (The) |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 427866108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 67304.84000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -57.76000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | McKesson Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 58155Q103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 196766.50000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 756.80000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Kinder Morgan, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 49456B101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6950.16000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -27.58000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Doximity, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 26622P107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 18646.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -569.42000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Stanley Black & Decker, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 854502101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 46695.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2489.48000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | ChampionX Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 15872M104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 78662.53000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 915.62000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | DXC Technology Co. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 23355L106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14270.88000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 536.64000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Monolithic Power Systems, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 609839105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 60554.88000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2309.09000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Marriott Vacations Worldwide Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 57164Y107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 21477.17000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -882.97000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Affirm Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 00827B106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 156412.62000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -25836.10000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Cooper Cos., Inc. (The) |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 216648402 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8325.68000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 859.76000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Service Corp. International |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 817565104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 85699.40000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2842.04000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Elevance Health, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 036752103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 66489.96000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -640.14000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Topgolf Callaway Brands Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 131193104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 83673.90000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -4332.36000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Cardinal Health, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 14149Y108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 232848.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -14252.70000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Allstate Corp. (The) |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 020002101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8958.72000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 197.76000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Quest Diagnostics, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 74834L100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 64252.08000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -390.54000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Adobe, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 00724F101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 407477.80000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -17212.35000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Fifth Third Bancorp |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 316773100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9864.14000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -861.88000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Core & Main, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 21874C102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37338.84000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2171.40000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | GE HealthCare Technologies, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 36266G107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 32783.68000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2624.56000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Tenet Healthcare Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 88033G407 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1511.40000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 13.24000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Church & Dwight Co., Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 171340102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 105150.72000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1334.40000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | EPAM Systems, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 29414B104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 96040.82000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -7079.64000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Alphabet, Inc., Class C |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 02079K107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 207167.10000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 9158.10000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Arrow Electronics, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 042735100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 112836.75000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 230.75000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | NVR, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 62944T105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 28001.80000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1885.40000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | New Jersey Resources Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 646025106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 73557.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 347.76000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | eBay, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 278642103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 93870.24000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -4002.72000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Novanta, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 67000B104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 148537.62000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -11368.98000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Freshpet, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 358039105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 100988.64000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -11058.00000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Bio-Rad Laboratories, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 090572207 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 31966.11000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1865.16000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Petco Health & Wellness Co., Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 71601V105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 71466.56000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2776.16000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Organon & Co. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 68622V106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 72662.38000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 16074.41000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Domino's Pizza, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 25754A201 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 97698.51000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2478.16000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | American Tower Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 03027X100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 48788.88000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2323.28000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Axalta Coating Systems Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG0750C1082 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 30301.24000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 731.44000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Clorox Co. (The) |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 189054109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 48908.37000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 884.94000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Cummins, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 231021106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 62527.77000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1109.25000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | PVH Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 693656100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 84018.56000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2066.15000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Thor Industries, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 885160101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14663.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1142.04000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Okta, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 679295105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1539.01000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -6.61000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Air Lease Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 00912X302 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 110679.66000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 5909.05000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Target Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 87612E106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 61383.02000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2433.84000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | PPL Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 69351T106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 106909.50000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1142.98000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Roper Technologies, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 776696106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 33800.54000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 307.52000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Bruker Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 116794108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 58269.64000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2745.60000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Starbucks Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 855244109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 253658.42000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -3866.54000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | American International Group, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 026874784 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 116259.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2694.12000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | PepsiCo, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 713448108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 118718.16000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1411.98000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Qualys, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 74758T303 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 30815.96000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 295.85000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Datadog, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 23804L103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 80353.56000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1273.92000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Exelon Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 30161N101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3374.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 340.28000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | CME Group, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 12572Q105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 41277.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -219.17000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Entergy Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 29364G103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15785.64000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -18.84000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | CommVault Systems, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 204166102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 108276.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 4825.93000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | QuidelOrtho Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 219798105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 51442.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -3964.49000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Advanced Micro Devices, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 007903107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19900.35000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1160.39000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Arthur J Gallagher & Co. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 363576109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4722.48000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 422.52000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Omega Healthcare Investors, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 681936100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9473.94000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 61.80000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Martin Marietta Materials, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 573284106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 144683.90000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 5111.97000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Dolby Laboratories, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 25659T107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8187.10000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 300.20000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Valaris Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG9460G1015 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 18033.91000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1067.78000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Credit Acceptance Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 225310101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 174202.71000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -16847.06000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Globant SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | LU0974299876 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 74249.76000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -3363.36000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Phinia, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 71880K101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37408.15000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -805.93000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | NVIDIA Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 67066G104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 611596.70000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 30712.79000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Teleflex, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 879369106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2244.06000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 160.02000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Manhattan Associates, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 562750109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 133929.04000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -3767.01000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Clean Harbors, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 184496107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 81670.68000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1034.98000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Amgen, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 031162100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 224079.56000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 9539.31000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Molson Coors Beverage Co., Class B |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 60871R209 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 425960.39000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -10469.71000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | ONE Gas, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 68235P108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 49892.76000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2043.63000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Valero Energy Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 91913Y100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 288210.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 14454.84000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | New York Times Co. (The), Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 650111107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 91905.24000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 3878.15000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Americold Realty Trust, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 03064D108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 51670.89000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2816.55000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Harley-Davidson, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 412822108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 127687.44000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 15493.02000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Stryker Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 863667101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 173986.26000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2690.32000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Evercore, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 29977A105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 147103.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -8040.23000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Regeneron Pharmaceuticals, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 75886F107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 21957.25000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 746.75000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Inari Medical, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 45332Y109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19605.84000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -836.54000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | WillScot Mobile Mini Holdings Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 971378104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 50596.50000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 4684.44000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Wells Fargo & Co. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 949746101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 29728.88000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1944.88000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Invesco Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG491BT1088 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 70575.04000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 10285.60000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Hawaiian Electric Industries, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 419870100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 65188.86000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 4088.66000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | ANSYS, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 03662Q105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1814.40000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -363.75000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Neurocrine Biosciences, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 64125C109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 195663.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 17689.80000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | SoFi Technologies, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 83406F102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 45163.05000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -7099.89000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Hudson Pacific Properties, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 444097109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6638.03000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1311.92000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Rivian Automotive, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 76954A103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5020.44000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -965.14000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Alliant Energy Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 018802108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 80643.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 330.12000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Concentrix Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 20602D101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 128164.05000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 5324.40000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Power Integrations, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 739276103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 66426.99000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -639.11000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Unity Software, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 91332U101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 113306.19000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -21598.06000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Wendy's Co. (The) |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 95058W100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 252032.24000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -36.91000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Ginkgo Bioworks Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 37611X100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 78899.34000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -14989.73000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Booking Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 09857L108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 379552.54000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 18834.70000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Old Dominion Freight Line, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 679580100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 48234.27000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -782.06000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Otis Worldwide Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 68902V107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 36503.76000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -391.68000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Sun Communities, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 866674104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 170403.75000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -4425.33000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Spire, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 84857L101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 56916.42000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 864.77000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Jabil, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 466313103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7389.20000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -371.78000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Progyny, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 74340E103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 40972.36000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1344.44000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Mohawk Industries, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 608190104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 98325.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 10963.00000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Mercury Systems, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 589378108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 89889.06000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1056.94000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Post Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 737446104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 148821.40000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -179.34000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Prudential Financial, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 744320102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 124555.71000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2738.28000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Vornado Realty Trust |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 929042109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 88676.75000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2372.53000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | DENTSPLY SIRONA, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 24906P109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11068.49000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 653.65000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Amkor Technology, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 031652100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12775.68000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1320.96000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Goodyear Tire & Rubber Co. (The) |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 382550101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 116808.24000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -79.40000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Micron Technology, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 595112103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 51545.36000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -163.92000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Boston Beer Co., Inc. (The), Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 100557107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1382.36000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 4.96000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Ciena Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 171779309 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 100777.39000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1222.90000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Commercial Metals Co. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 201723103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 75360.24000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 6249.90000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | RBC Bearings, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 75524B104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 172358.45000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -7305.23000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Procore Technologies, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 74275K108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 16543.58000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2306.35000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Digital Realty Trust, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 253868103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23551.50000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 29.75000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | BJ's Wholesale Club Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 05550J101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 248908.44000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2837.84000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | BWX Technologies, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 05605H100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7749.73000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -293.91000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Fidelity National Information Services, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 31620M106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 108786.77000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2444.85000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Shockwave Medical, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 82489T104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 71269.44000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -8257.92000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | A O Smith Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 831865209 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 88705.44000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 4075.49000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Berry Global Group, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 08579W103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 119010.74000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 3249.44000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Quanta Services, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 74762E102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 158397.20000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -10305.36000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | MKS Instruments, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 55306N104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 36004.50000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -5981.50000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Zions Bancorp NA |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 989701107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20224.07000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2415.64000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Las Vegas Sands Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 517834107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 209486.97000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 6811.20000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Waste Connections, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 94106B101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 30301.81000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1573.25000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Paramount Global, Class B |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 92556H206 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 50478.27000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 4948.85000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | JPMorgan Chase & Co. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 46625H100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 34020.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2200.00000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Tempur Sealy International, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 88023U101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 217030.26000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -17670.70000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Integra LifeSciences Holdings Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 457985208 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 39325.65000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1760.85000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Capital One Financial Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 14040H105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 26224.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1364.71000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Atmos Energy Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 049560105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 347.70000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -7.74000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Hertz Global Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 42806J700 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14546.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1033.56000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | SLM Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 78442P106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 21261.44000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2335.20000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Exponent, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 30214U102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 64709.40000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2907.49000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Crown Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 228368106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 88958.94000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 207.78000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Splunk, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 848637104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7160.45000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 40.42000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Burlington Stores, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 122017106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 26060.32000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2240.48000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Citizens Financial Group, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 174610105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 299751.30000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 32109.75000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Option Care Health, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 68404L201 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 78834.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -5719.65000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | SiTime Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 82982T106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5737.76000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -464.36000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | SentinelOne, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 81730H109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 49803.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -5317.95000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Cadence Bank |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 12740C103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 143422.73000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -7756.35000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Grand Canyon Education, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 38526M106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 49118.88000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -3615.84000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Cirrus Logic, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 172755100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 26038.47000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 563.40000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Live Nation Entertainment, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 538034109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 119714.40000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2899.66000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | First Horizon Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 320517105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 187166.88000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 7946.73000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | US Foods Holding Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 912008109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 53220.52000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 410.20000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Snowflake, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 833445109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 158404.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2074.26000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Electronic Arts, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 285512109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 236407.68000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2429.75000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Deere & Co. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 244199105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 79974.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 3108.17000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | CF Industries Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 125269100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 18921.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 489.43000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Walmart, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 931142103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 270369.75000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 10993.15000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | MDU Resources Group, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 552690109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 58766.40000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1246.56000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Equity Residential |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 29476L107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 109598.72000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 806.34000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Enovis Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 194014502 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 45208.14000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -100.72000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | ACI Worldwide, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 004498101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 30936.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2628.60000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | New Fortress Energy, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 644393100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 49614.95000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 463.43000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Simon Property Group, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 828806109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 35517.36000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1957.14000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Paycor HCM, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 70435P102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 87590.63000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2028.50000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Humana, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 444859102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 359838.66000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -9355.17000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | MarketAxess Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 57060D108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20206.65000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -230.70000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Bank of America Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 060505104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 244410.53000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 20388.79000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Kinsale Capital Group, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 49714P108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 168794.64000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -626.03000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Boston Properties, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 101121101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 16209.27000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1406.79000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | AbbVie, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 00287Y109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 54549.44000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1312.96000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Glacier Bancorp, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 37637Q105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 120406.48000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -9296.07000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Oracle Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 68389X105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 200633.29000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -18459.10000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Allison Transmission Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 01973R101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 227773.55000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 8774.08000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Motorola Solutions, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 620076307 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13775.96000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -93.42000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Nutanix, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 67059N108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 51171.37000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1413.83000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | ResMed, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 761152107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 56422.56000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1070.43000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Saia, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 78709Y105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 51271.74000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -3655.06000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | ChargePoint Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 15961R105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8782.02000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -37.53000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Bank of New York Mellon Corp. (The) |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 064058100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 65530.95000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 3147.50000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Expedia Group, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 30212P303 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 47813.85000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 291.17000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Sensata Technologies Holding plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BFMBMT84 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 130029.77000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 13013.36000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Hormel Foods Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 440452100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 53720.03000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -669.20000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Park Hotels & Resorts, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 700517105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 60771.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1066.80000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Bunge Global SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH1300646267 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 47648.40000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1149.36000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Matador Resources Co. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 576485205 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14613.02000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -788.99000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Kilroy Realty Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 49427F108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 53465.28000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2241.14000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | McCormick & Co., Inc. (Non-Voting) |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 579780206 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 85046.06000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 295.01000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Sysco Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 871829107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 54554.98000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -596.80000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | KBR, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 48242W106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3934.11000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -214.42000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Assured Guaranty Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG0585R1060 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6585.04000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -289.52000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Discover Financial Services |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 254709108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 206141.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 15158.71000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Western Alliance Bancorp |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 957638109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3092.13000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 432.87000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Viatris, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 92556V106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 107704.35000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1403.69000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Schneider National, Inc., Class B |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 80689H102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 79124.05000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 4383.69000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Dun & Bradstreet Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 26484T106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 18603.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 178.40000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Dollar Tree, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 256746108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 78269.55000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -5464.33000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Steel Dynamics, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 858119100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 60112.90000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1694.97000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Johnson Controls International plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BY7QL619 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 100697.08000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1869.29000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Caesars Entertainment, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 12769G100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 208944.16000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 11939.08000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Aflac, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 001055102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 106095.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 784.46000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | HashiCorp, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 418100103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 30613.80000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1121.67000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Casey's General Stores, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 147528103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 110170.74000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -372.93000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Element Solutions, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 28618M106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 25731.68000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2212.88000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Wingstop, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 974155103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 84414.82000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 3457.79000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Pinnacle Financial Partners, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 72346Q104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 103181.26000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -5875.21000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Amedisys, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 023436108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5418.42000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -68.97000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Westlake Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 960413102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 38069.12000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 350.88000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | National Fuel Gas Co. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 636180101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4214.28000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1.14000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | AECOM |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 00766T100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10629.45000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -96.60000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Nordson Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 655663102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 80304.64000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -5096.72000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Pegasystems, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 705573103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19397.42000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -944.86000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Knife River Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 498894104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14228.70000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 782.60000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Dick's Sporting Goods, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 253393102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 46583.15000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2548.68000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Worthington Enterprises, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 981811102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2762.40000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 25.17000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Vertex Pharmaceuticals, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 92532F100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 93991.59000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 9702.23000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Exact Sciences Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 30063P105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 116814.42000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 9826.75000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Cable One, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 12685J105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 34508.58000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2292.76000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Travel + Leisure Co. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 894164102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 237745.38000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 529.83000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | UnitedHealth Group, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 91324P102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 43697.01000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1428.43000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Olin Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 680665205 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 76393.20000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -5170.40000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Rexford Industrial Realty, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 76169C100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 27376.80000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1659.20000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Northern Trust Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 665859104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 116613.16000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 4906.10000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Novocure Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JE00BYSS4X48 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9346.18000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -263.96000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Ross Stores, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 778296103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 131608.89000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2066.11000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Ameriprise Financial, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 03076C106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11015.07000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 39.41000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Gates Industrial Corp. plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BD9G2S12 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 229468.58000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 27871.37000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Black Hills Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 092113109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4316.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 0.09000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Iron Mountain, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 46284V101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 42897.74000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2501.04000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | General Mills, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 370334104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 77581.74000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1119.54000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Genuine Parts Co. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 372460105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 137946.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2888.40000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Etsy, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 29786A106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 25206.55000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -713.92000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Packaging Corp. of America |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 695156109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 46918.08000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 659.52000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Iridium Communications, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 46269C102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 84748.44000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1152.79000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Light & Wonder, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 80874P109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 32597.67000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 611.38000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | DTE Energy Co. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 233331107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4300.14000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 6.63000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | State Street Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 857477103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 143920.68000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 5313.88000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Old National Bancorp |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 680033107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 97860.66000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -4577.26000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | SolarEdge Technologies, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 83417M104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 109418.40000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -11410.55000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Under Armour, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 904311107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8042.85000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -105.69000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | nVent Electric plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BDVJJQ56 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 25999.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1113.20000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Western Digital Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 958102105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 85363.10000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -5101.90000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Aptiv plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JE00B783TY65 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 151267.92000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 13066.64000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Travelers Cos., Inc. (The) |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 89417E109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 226492.61000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 9678.46000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Archer-Daniels-Midland Co. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 039483102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 75614.34000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2994.42000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Agree Realty Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 008492100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 46771.85000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -165.08000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | agilon health, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 00857U107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 117719.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -7410.20000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Acuity Brands, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 00508Y102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 150959.71000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 7427.44000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Gap, Inc. (The) |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 364760108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 64068.24000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -3125.28000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Tapestry, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 876030107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 29632.05000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 301.68000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Dow, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 260557103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 129861.12000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1564.98000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | DT Midstream, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 23345M107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 18686.80000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -6.82000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Best Buy Co., Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 086516101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 782.80000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1.26000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | International Paper Co. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 460146103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 201970.05000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -4100.52000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Marvell Technology, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 573874104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 28345.70000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -473.50000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Autodesk, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 052769106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 34574.16000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2469.38000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Zimmer Biomet Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 98956P102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 160522.30000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 4516.57000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Synaptics, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 87157D109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8099.68000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 464.34000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Ceridian HCM Holding, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 15677J108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 122359.76000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1604.24000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Carrier Global Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 14448C104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 16660.50000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -435.00000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Fulton Financial Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 360271100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4328.98000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 252.48000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | PG&E Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 69331C108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23709.45000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -0.44000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Essex Property Trust, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 297178105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 121738.54000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2378.48000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | CarMax, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 143130102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 92241.48000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 11683.44000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Roku, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 77543R102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 824.94000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 101.79000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | ServiceNow, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 81762P102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 134233.10000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 290.18000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Ollie's Bargain Outlet Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 681116109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 61850.35000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1434.95000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Blue Owl Capital, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 09581B103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 178218.90000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1878.61000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Nexstar Media Group, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 65336K103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 31193.25000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2061.64000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | AptarGroup, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 038336103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7417.20000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -78.50000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Apple, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 037833100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 414709.62000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1400.10000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Home BancShares, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 436893200 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 251121.62000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -11480.59000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Duke Energy Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 26441C204 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12032.96000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -55.41000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | ITT, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 45073V108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17778.68000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 889.53000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Certara, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 15687V109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37607.42000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1367.98000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Applied Materials, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 038222105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 256718.88000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 8907.89000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Visa, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 92826C839 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17443.45000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -256.61000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Amdocs Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB0022569080 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 61874.56000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1057.45000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Tesla, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 88160R101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 108585.76000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 361.26000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Emerson Electric Co. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 291011104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 21023.28000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -23.88000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Monster Beverage Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 61174X109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 314032.11000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -7852.45000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | CVS Health Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 126650100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 324762.48000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 21387.60000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Marathon Petroleum Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 56585A102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 251025.12000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 7630.92000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | DocuSign, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 256163106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 323586.35000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 29743.10000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Owens Corning |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 690742101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 261329.49000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 7810.09000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Marsh & McLennan Cos., Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 571748102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 16294.42000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -41.95000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Ryder System, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 783549108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 59601.08000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 3517.22000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Akamai Technologies, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 00971T101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 46511.55000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1053.44000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Zoetis, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 98978V103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 46184.58000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1850.94000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Biogen, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 09062X103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 108424.63000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -3734.39000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Ubiquiti, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 90353W103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17584.56000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1883.70000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Phillips 66 |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 718546104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 119426.58000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 6036.81000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Host Hotels & Resorts, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 44107P104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 63705.84000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 583.09000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Colgate-Palmolive Co. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 194162103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 26304.30000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 315.98000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Zoom Video Communications, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 98980L101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 63424.62000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1074.09000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | PotlatchDeltic Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 737630103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 49541.90000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -4005.73000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Planet Fitness, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 72703H101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 177755.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -12077.60000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Cognizant Technology Solutions Corp., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 192446102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 44864.82000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2286.90000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Huntington Bancshares, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 446150104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 144117.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 5405.53000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Automatic Data Processing, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 053015103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12114.44000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -16.64000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | General Electric Co. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 369604301 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 225905.10000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 6205.56000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | UDR, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 902653104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9304.47000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -804.33000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | DoorDash, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 25809K105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 31447.02000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -829.98000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Edwards Lifesciences Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 28176E108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 165615.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 6208.85000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Churchill Downs, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 171484108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 345285.87000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -29274.96000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | WEC Energy Group, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 92939U106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 53868.80000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 143.36000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Shift4 Payments, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 82452J109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 42522.48000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1106.02000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Premier, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 74051N102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 61780.68000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2901.15000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Simpson Manufacturing Co., Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 829073105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 66719.26000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1370.43000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Globus Medical, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 379577208 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 77590.24000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2290.14000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Lennox International, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 526107107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 87266.40000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -80.01000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Werner Enterprises, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 950755108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 44488.50000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1669.50000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Ball Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 058498106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 70001.84000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 73.02000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Pfizer, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 717081103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 34490.42000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 179.70000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Autoliv, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 052800109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9586.53000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -763.86000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | HCA Healthcare, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 40412C101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6767.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 216.50000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Chubb Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0044328745 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 40680.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 275.40000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | DuPont de Nemours, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 26614N102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6077.47000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -9.55000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Union Pacific Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 907818108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 27263.82000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1508.49000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Unum Group |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 91529Y106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 189924.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1974.00000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Pentair plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BLS09M33 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 138730.68000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 5074.18000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Comcast Corp., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 20030N101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 209339.90000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 4646.78000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | GameStop Corp., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 36467W109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 167376.44000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -23488.08000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Teradata Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 88076W103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 110602.42000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -737.18000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Vail Resorts, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 91879Q109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 48884.63000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 898.54000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Maximus, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 577933104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 48135.64000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 577.27000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Ralph Lauren Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 751212101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 73397.80000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 3594.55000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Schlumberger NV |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 806857108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 18838.48000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1046.18000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Twilio, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 90138F102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 34444.98000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -640.29000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Macy's, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 55616P104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 83377.28000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2693.60000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Palantir Technologies, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 69608A108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13632.98000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 476.40000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Home Depot, Inc. (The) |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 437076102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 36387.75000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -74.95000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | AMC Entertainment Holdings, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 00165C302 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12760.20000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2064.15000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | T-Mobile US, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 872590104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 447801.69000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -4820.68000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Parker-Hannifin Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 701094104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13821.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -674.40000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Dexcom, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 252131107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 34372.93000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -131.47000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Keurig Dr Pepper, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 49271V100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 99760.08000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1676.64000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Warner Bros Discovery, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 934423104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 21826.84000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -95.90000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Old Republic International Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 680223104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2293.20000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 8.55000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Healthcare Realty Trust, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 42226K105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 120851.22000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -10100.16000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Teradyne, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 880770102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9441.24000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1025.73000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Citigroup, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 172967424 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 357508.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 22865.50000000 |
| 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. | CUSIP |
| CUSIP. | 37940X102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 65278.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2199.92000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Keysight Technologies, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 49338L103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 83044.98000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 293.25000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Patterson Cos., Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 703395103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 69645.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 3355.18000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Salesforce, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 79466L302 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 172356.70000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 7231.20000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Globe Life, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 37959E102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 207532.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1037.18000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Peloton Interactive, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 70614W100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 76855.80000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -4555.37000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Commerce Bancshares, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 200525103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17144.61000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -532.86000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Royalty Pharma plc, Class A |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BMVP7Y09 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 24438.30000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -71.38000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Intuitive Surgical, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 46120E602 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17880.08000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 25.29000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | PTC, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 69370C100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8922.96000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 325.38000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Pure Storage, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 74624M102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 86475.50000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 4688.15000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Tyson Foods, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 902494103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10911.25000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -42.94000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | BlackRock, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 09247X101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 30036.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1216.26000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Yum! Brands, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 988498101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 163847.64000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2248.60000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Avnet, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 053807103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 66225.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2956.50000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Synovus Financial Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 87161C501 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 903.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 52.08000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Hayward Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 421298100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 153285.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -8768.52000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | UiPath, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 90364P105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6657.12000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -85.76000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Webster Financial Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 947890109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 58069.44000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -3107.44000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Southwest Airlines Co. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 844741108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 242678.64000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 3762.27000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | American Airlines Group, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 02376R102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 86424.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -125.80000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Coca-Cola Co. (The) |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 191216100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 311680.77000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -581.79000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Ferguson plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JE00BJVNSS43 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 151753.02000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 8308.02000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Jazz Pharmaceuticals plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00B4Q5ZN47 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 81795.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 750.41000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Spirit AeroSystems Holdings, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 848574109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2002.14000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -207.27000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | BellRing Brands, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 07831C103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 40242.18000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -762.30000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Agilent Technologies, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 00846U101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 31698.84000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2293.68000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Exxon Mobil Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 30231G102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 86882.62000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -312.84000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | FirstEnergy Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 337932107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 179707.32000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2267.81000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Norwegian Cruise Line Holdings Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG667211046 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 188396.04000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -14695.01000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Guidewire Software, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 40171V100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 99771.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 8769.61000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Energizer Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 29272W109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5068.80000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 72.00000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Onto Innovation, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 683344105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6268.90000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 124.59000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Baxter International, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 071813109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 80567.44000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 3197.35000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | WK Kellogg Co. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 92942W107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5913.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 25.44000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Advanced Drainage Systems, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 00790R104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 73273.44000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -7252.32000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | NetApp, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 64110D104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 84457.28000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1451.76000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Netflix, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 64110L106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 67676.32000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -3751.61000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Smartsheet, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 83200N103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 154506.42000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 8594.46000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | International Bancshares Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 459044103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8582.56000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 10.14000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Fox Corp., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 35137L105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 42368.76000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -67.58000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | VF Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 918204108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 21563.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -208.27000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Medtronic plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BTN1Y115 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 57171.72000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1846.04000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Coca-Cola Consolidated, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 191098102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 53847.20000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -6000.10000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Hilton Grand Vacations, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 43283X105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 43072.96000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -246.56000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Rockwell Automation, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 773903109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 59612.16000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -52.57000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Extra Space Storage, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 30225T102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 110627.70000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -6735.65000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | TD SYNNEX Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 87162W100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 209086.23000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 12746.08000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Moderna, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 60770K107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 95173.65000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -16699.65000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Mosaic Co. (The) |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 61945C103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 139990.14000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -626.88000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Walt Disney Co. (The) |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 254687106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 198186.55000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2621.26000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Virtu Financial, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 928254101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 71396.24000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 4264.04000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Lumentum Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 55024U109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 115795.78000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -16258.24000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Illumina, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 452327109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 82987.04000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -12873.60000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Graphic Packaging Holding Co. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 388689101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19793.95000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 107.41000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Dell Technologies, Inc., Class C |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 24703L202 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 281137.50000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 24467.69000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Ionis Pharmaceuticals, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 462222100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 269391.75000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -5183.96000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Physicians Realty Trust |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 71943U104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4259.20000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 246.40000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Kellanova |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 487836108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 60606.44000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1799.44000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | AGCO Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 001084102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 222908.76000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 11488.96000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Gen Digital, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 668771108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11341.54000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 298.20000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | HealthEquity, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 42226A107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2652.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 182.40000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Acadia Healthcare Co., Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 00404A109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 68040.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2450.00000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | GXO Logistics, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 36262G101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 40854.88000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2371.40000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | OGE Energy Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 670837103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9081.80000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 122.20000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Danaher Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 235851102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 29842.86000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1288.71000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Range Resources Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 75281A109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 44046.68000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -926.08000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Howmet Aerospace, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 443201108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 94710.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 713.02000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | QuantumScape Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 74767V109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 93157.80000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 0.00000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | ONEOK, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 682680103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17625.22000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -750.49000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Ford Motor Co. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 345370860 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 49028.18000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -4504.64000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Kroger Co. (The) |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 501044101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 182657.16000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2477.52000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Targa Resources Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 87612G101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15810.34000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -33.16000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Watsco, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 942622200 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 137967.34000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -4794.58000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Vertiv Holdings Co., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 92537N108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 158499.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 303.96000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Oshkosh Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 688239201 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 163265.46000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 9834.18000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Public Service Enterprise Group, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 744573106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 64941.30000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1943.46000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Ally Financial, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 02005N100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 78535.08000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 11020.10000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | COPT Defense Properties |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 22002T108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1537.80000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -70.80000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Crane Co. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 224408104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6143.28000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 558.48000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Highwoods Properties, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 431284108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 74803.68000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 5473.44000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Regions Financial Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 7591EP100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 42771.66000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -4215.37000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | OneMain Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 68268W103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 56776.80000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 5643.06000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Lantheus Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 516544103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5580.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 897.30000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Laboratory Corp. of America Holdings |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 50540R409 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 98643.86000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 4598.40000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Trimble, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 896239100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15162.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1469.18000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | IAC, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 44891N208 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 162273.24000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -6362.25000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Ecolab, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 278865100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 94017.90000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1416.96000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Apellis Pharmaceuticals, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 03753U106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 77578.56000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 25.92000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Eaton Corp. plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00B8KQN827 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 108609.82000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2172.21000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Texas Instruments, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 882508104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10227.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 629.40000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Kite Realty Group Trust |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 49803T300 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 83576.16000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1842.02000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Murphy USA, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 626755102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 60971.76000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -184.98000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Microchip Technology, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 595017104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 29128.14000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 410.21000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Newmont Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 651639106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 21522.80000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -302.61000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Wynn Resorts Ltd. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 983134107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 65781.42000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -3689.42000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Masco Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 574599106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 44340.76000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1986.00000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | CubeSmart |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 229663109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 36106.65000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 3412.02000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Selective Insurance Group, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 816300107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9550.08000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 221.76000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Uber Technologies, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 90353T100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 122216.45000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1868.89000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Gaming and Leisure Properties, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 36467J108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 224295.75000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -5880.35000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | VeriSign, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 92343E102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 175683.88000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -5657.68000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Kohl's Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 500255104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 73908.36000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2534.25000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Paylocity Holding Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 70438V106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 33299.70000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2070.50000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Toast, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 888787108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 48352.48000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 6937.76000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Mastercard, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 57636Q104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5118.12000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2.91000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Charter Communications, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 16119P108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 50139.72000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 155.30000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Southwest Gas Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 844895102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 153813.80000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -5584.40000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Amcor plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JE00BJ1F3079 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3181.20000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -23.10000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Microsoft Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 594918104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 717860.36000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 9048.66000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Macerich Co. (The) |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 554382101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10152.94000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1197.56000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Whirlpool Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 963320106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12420.54000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -131.05000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | AES Corp. (The) |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 00130H105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 32705.75000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2038.80000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Insulet Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 45784P101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 36886.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2034.26000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Timken Co. (The) |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 887389104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 61555.20000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 4408.32000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Penumbra, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 70975L107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 30436.34000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -3319.03000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Federal Realty Investment Trust |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 313745101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 147258.45000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 962.16000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Regency Centers Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 758849103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 54471.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2170.71000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Rollins, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 775711104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 31398.73000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 725.16000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Medpace Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 58506Q109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8582.84000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -690.76000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Entegris, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 29362U104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 190513.80000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -15518.40000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | NIKE, Inc., Class B |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 654106103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 205305.87000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 18985.64000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Equifax, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 294429105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 169640.94000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -6624.99000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Dominion Energy, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 25746U109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 88877.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1229.15000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Carter's, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 146229109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 24863.48000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 625.15000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Leggett & Platt, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 524660107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3873.16000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -28.12000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | 3M Co. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 88579Y101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 422084.52000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 17807.24000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Catalent, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 148806102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 89096.19000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -13881.00000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Henry Schein, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 806407102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 378.55000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 3.38000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | FactSet Research Systems, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 303075105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12403.30000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -725.66000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Prosperity Bancshares, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 743606105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19709.43000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1373.52000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | BILL Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 090043100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 60866.14000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -8191.08000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Mister Car Wash, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 60646V105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 38975.04000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2480.07000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | ExlService Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 302081104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5707.25000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 8.75000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | TopBuild Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 89055F103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 70735.14000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -10113.39000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | FedEx Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 31428X106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 75891.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1048.94000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Houlihan Lokey, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 441593100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 128903.25000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 88.55000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | General Motors Co. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 37045V100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 165160.16000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 10759.32000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Caterpillar, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 149123101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 31341.02000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 3683.50000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Dynatrace, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 268150109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11430.21000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -41.55000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Paychex, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 704326107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 21439.80000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1096.20000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Axis Capital Holdings Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG0692U1099 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 175910.49000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 181.41000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Lamb Weston Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 513272104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 28968.12000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1468.64000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Vishay Intertechnology, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 928298108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 48227.64000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 263.99000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Comerica, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 200340107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 69483.45000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 7382.85000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Reliance Steel & Aluminum Co. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 759509102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10068.48000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 350.28000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | FTI Consulting, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 302941109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 35249.55000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 4040.91000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | American Electric Power Co., Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 025537101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 16081.56000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -144.54000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Liberty Global Ltd., Class C |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG611881274 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 123415.44000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -7569.22000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Occidental Petroleum Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 674599105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 72308.81000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 41.33000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Tractor Supply Co. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 892356106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 89022.42000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 430.56000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Weatherford International plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BLNN3691 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 34729.65000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 3940.50000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Intel Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 458140100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 202256.25000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 19398.61000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | MP Materials Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 553368101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 141887.80000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -25018.00000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | PayPal Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 70450Y103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 252026.64000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 9581.15000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Veralto Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 92338C103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5182.38000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -48.43000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | American Homes 4 Rent, Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 02665T306 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 27940.92000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -590.52000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Confluent, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 20717M103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 56534.40000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1860.32000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | O'Reilly Automotive, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 67103H107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 21851.84000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 355.12000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | DaVita, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 23918K108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6809.40000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 143.65000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Crocs, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 227046109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 241838.49000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -27757.56000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Dover Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 260003108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 30454.38000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -314.65000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Valley National Bancorp |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 919794107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13357.80000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 181.40000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Mondelez International, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 609207105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 22743.02000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 213.52000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Alphabet, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 02079K305 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 225739.04000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 10342.40000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Voya Financial, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 929089100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 26265.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -7.20000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Amazon.com, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 023135106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 728856.18000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 24522.63000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Markel Group, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 570535104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4259.70000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -61.41000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Edison International |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 281020107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6148.14000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 297.56000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Lithia Motors, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 536797103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 90552.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -16212.92000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Axon Enterprise, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 05464C101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 61999.20000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -4692.00000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | AT&T, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 00206R102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 241279.62000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2300.64000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | BorgWarner, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 099724106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8066.25000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 580.50000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | RH |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 74967X103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 160314.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -3450.78000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Morgan Stanley |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 617446448 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 50448.25000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -3362.46000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Procter & Gamble Co. (The) |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 742718109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7180.46000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -35.28000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | MetLife, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 59156R108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 135500.37000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2438.31000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Western Union Co. (The) |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 959802109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 204928.64000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1038.26000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Celsius Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 15118V207 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 95573.56000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -5037.82000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Coherent Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 19247G107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14147.25000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -546.00000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Lincoln National Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 534187109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 115944.03000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 8060.50000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | First Solar, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 336433107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 70290.24000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 10199.66000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | TPG, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 872657101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 50249.88000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1041.71000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | PACCAR, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 693718108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 102630.15000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -294.28000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Lowe's Cos., Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 548661107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 48293.35000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2028.58000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Sealed Air Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 81211K100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37871.24000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2986.56000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | EPR Properties |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 26884U109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 67878.45000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2510.65000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Broadridge Financial Solutions, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 11133T103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 69132.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 309.83000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Hasbro, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 418056107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 84708.54000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 926.68000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Trade Desk, Inc. (The), Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 88339J105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 65339.68000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -299.64000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Five Below, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 33829M101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 29629.24000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2183.69000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | LPL Financial Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 50212V100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10698.14000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 107.63000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Alaska Air Group, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 011659109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 39382.56000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -730.49000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Associated Banc-Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 045487105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 65774.25000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 5996.25000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Royal Gold, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 780287108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 73422.72000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1406.63000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Sempra |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 816851109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 48649.23000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -514.29000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Louisiana-Pacific Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 546347105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15299.28000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1689.12000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | GATX Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 361448103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 48689.10000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2539.35000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Costco Wholesale Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 22160K105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 660.08000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -36.22000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | CMS Energy Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 125896100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 120669.46000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 20.78000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Howard Hughes Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 44267T102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19676.50000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2086.10000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Fortinet, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 34959E109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 133272.81000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 8834.26000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | JB Hunt Transport Services, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 445658107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 73304.58000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2594.69000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Welltower, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 95040Q104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14517.37000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -338.10000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Hartford Financial Services Group, Inc. (The) |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 416515104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 143156.78000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2813.98000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Bentley Systems, Inc., Class B |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 08265T208 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 208198.20000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -4143.95000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Crown Castle, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 22822V101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 263669.91000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1023.89000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Masimo Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 574795100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 184840.17000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -23071.27000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Dropbox, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 26210C104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 75852.04000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 3962.42000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Avery Dennison Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 053611109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 158291.28000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -7375.86000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Kraft Heinz Co. (The) |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 500754106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 148400.74000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 802.60000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Tyler Technologies, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 902252105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 26341.56000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -895.23000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | American Water Works Co., Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 030420103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2243.83000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -21.76000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | T. Rowe Price Group, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 74144T108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 62998.65000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -132.72000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Garmin Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0114405324 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 44474.84000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -645.02000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Medical Properties Trust, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 58463J304 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 50528.81000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -977.38000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Kirby Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 497266106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 26683.20000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1543.60000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Regal Rexnord Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 758750103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 48698.58000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -3982.48000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Wintrust Financial Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 97650W108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 61029.50000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -113.52000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Ingersoll Rand, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 45687V106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 42304.98000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1837.92000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Chewy, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 16679L109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 73300.26000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -3419.46000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | ZoomInfo Technologies, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 98980F104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 25756.57000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -3259.62000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | MACOM Technology Solutions Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 55405Y100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 197054.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -6724.75000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Envestnet, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 29404K106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 66257.76000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -9553.32000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Fortune Brands Innovations, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 34964C106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 16750.80000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -154.85000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Inspire Medical Systems, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 457730109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15053.82000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -107.66000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Helen of Troy Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG4388N1065 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 43008.36000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 3581.36000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Five9, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 338307101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10072.32000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 15.36000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Texas Capital Bancshares, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 88224Q107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 116269.37000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 11776.40000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Roivant Sciences Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG762791017 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 63999.77000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -6964.34000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Reinsurance Group of America, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 759351604 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 93670.62000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2622.87000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Brown-Forman Corp., Class B |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 115637209 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 92444.90000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1068.54000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | PPG Industries, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 693506107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 267245.85000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 5714.75000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | First American Financial Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 31847R102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14047.92000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 599.50000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | CBRE Group, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 12504L109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4468.32000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 520.32000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Lennar Corp., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 526057104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 27870.48000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1586.33000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Brunswick Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 117043109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 47601.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 831.71000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | STERIS plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BFY8C754 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 41771.50000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -3450.40000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Atlassian Corp., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 049468101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 117027.12000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -14757.29000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | AMETEK, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 031100100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 195889.32000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2810.51000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Cabot Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 127055101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 46593.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -367.62000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Pinterest, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 72352L106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 44892.48000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2036.16000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Informatica, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 45674M101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 28815.85000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -183.78000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Lamar Advertising Co., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 512816109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 58879.12000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 570.81000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | QUALCOMM, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 747525103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 157935.96000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 5351.46000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Intercontinental Exchange, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 45866F104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 30052.62000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2106.04000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Equity LifeStyle Properties, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 29472R108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 211620.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1610.92000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Xcel Energy, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 98389B100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 178300.80000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 696.93000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Everest Group Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG3223R1088 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 171486.30000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -18017.75000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Avangrid, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 05351W103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 49457.66000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 717.22000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Vulcan Materials Co. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 929160109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 70600.11000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2381.77000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Greif, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 397624107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19808.18000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 591.92000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Worthington Steel, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 982104101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8401.90000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1190.02000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Hewlett Packard Enterprise Co. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 42824C109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 246108.12000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 3103.76000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | KLA Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 482480100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 159857.50000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 5404.21000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | RLI Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 749607107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 43796.48000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 602.07000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | IDEX Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 45167R104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 45593.10000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1938.30000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Jacobs Solutions, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 46982L108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 124997.40000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1300.44000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Civitas Resources, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 17888H103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 78500.24000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2374.95000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Consolidated Edison, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 209115104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 80690.39000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -798.30000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Universal Display Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 91347P105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 28880.26000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1885.99000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Deckers Outdoor Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 243537107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 76201.02000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -3256.38000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Revvity, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 714046109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 79905.61000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -5382.75000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Aspen Technology, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 29109X106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 59880.80000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -5218.39000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Interpublic Group of Cos., Inc. (The) |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 460690100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 35153.28000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1120.08000000 |
| 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. | CUSIP |
| CUSIP. | 910047109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 107853.64000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -263.00000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Teledyne Technologies, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 879360105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 56678.83000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -3029.18000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | CoStar Group, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 22160N109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 61784.73000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -849.27000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Incyte Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 45337C102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 189374.64000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 16697.45000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | MGM Resorts International |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 552953101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 71800.76000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -130.22000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Arch Capital Group Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG0450A1053 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9135.21000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 656.82000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Pinnacle West Capital Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 723484101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 16164.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 857.25000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Progressive Corp. (The) |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 743315103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 35200.88000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 914.94000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | PulteGroup, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 745867101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 238747.86000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 16584.21000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Taylor Morrison Home Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 87724P106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 102218.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 10863.72000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | FNB Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 302520101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 24469.29000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 235.69000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Hologic, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 436440101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 31509.45000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1221.57000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Copart, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 217204106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 26019.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -10.51000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Driven Brands Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 26210V102 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 29432.64000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2621.28000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Zebra Technologies Corp., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 989207105 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 74892.42000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -9228.32000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Bristol-Myers Squibb Co. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 110122108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 175531.51000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 377.05000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Rocket Cos., Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 77311W101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 105530.24000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -28423.20000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | United Parcel Service, Inc., Class B |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 911312106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 44810.55000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 339.12000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Seagate Technology Holdings plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BKVD2N49 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 115505.61000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -4573.14000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Chart Industries, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 16115Q308 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 111926.93000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -7963.70000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Builders FirstSource, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 12008R107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 156756.66000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 16883.22000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Qorvo, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 74736K101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 34346.05000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2003.85000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | MasTec, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 576323109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13326.72000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1487.20000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Cloudflare, Inc., Class A |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 18915M107 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 72103.16000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -4711.04000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Ulta Beauty, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 90384S303 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 243035.04000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 3640.78000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | ManpowerGroup, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 56418H100 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 114993.09000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 4326.53000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Cincinnati Financial Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 172062101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2172.66000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 9.45000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Alcoa Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 013872106 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 48110.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -12834.05000000 |
| ISO Currency Code. |
United States Dollar
|
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
| Receipts: fixed, floating or other. |
Fixed
Floating
Other
|
| Receipts: Floating rate Index. | OBFR |
| Receipts: Floating rate Spread. | 0.00020000 |
| Receipt: Floating Rate Reset Dates. | Day |
| Receipt: Floating Rate Reset Dates Unit. | 1 |
| Receipts: Floating Rate Tenor. | Day |
| Receipts: Floating Rate Tenor Unit. | 1 |
| Receipts: Base currency. |
United States Dollar
|
| Receipts: Amount. | 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| Payments: fixed, floating or other. |
Fixed
Floating
Other
|
| Payments: fixed or floating | Floating |
| Payments: Floating rate Index. | OBFR |
| Payments: Floating rate Spread. | 0.00020000 |
| Payment: Floating Rate Reset Dates. | Day |
| Payment: Floating Rate Reset Dates Unit. | 1 |
| Payment: Floating Rate Tenor. | Day |
| Payment: Floating Rate Tenor Unit. | 1 |
| Payments: Base currency |
United States Dollar
|
| Payments: Amount | 0.00000000 |
| ii. Termination or maturity date. | 2026-12-18 |
| 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. | 81962116.00000000 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -101340.07999999 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487349 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 11.57000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000049777553 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 210.96000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 2257.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 11.57000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 210.96000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 2257.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 11.57000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488123 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 118.44000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000509563818 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 1530.47000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 16724.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 118.44000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 1530.47000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 16724.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 118.44000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 486746 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 97.27000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000418484233 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 26686.08000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 24186.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 97.27000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 26686.08000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 24186.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 97.27000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487195 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 301.12000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.001295507068 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 26542.03000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 24240.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 301.12000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 26542.03000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 24240.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 301.12000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Total Return Basket Swap |
| d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 74200063300 PGS JPY |
| Description of other unique identifier. | Inhouse Account Number |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 23549143.10999999 |
| Units |
Principal amount
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
Japan Yen
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -317856.31999999 |
| Exchange rate. | 141.00000000 |
| Percentage value compared to net assets of the Fund. | -1.36751165389 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Swap
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Goldman Sachs International |
| LEI (if any) of counterparty. | W22LROWP2IHZNBB6K528 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name. | N/A |
| Index identifier, if any. | N/A |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Narrative description. | Rec/pay the total return of custom basket plus TONAR +/- spread (-0.10% to 0.01%). JPY Currency. Maturity 37-61 Months 12/18/26 to 01/05/29 |
For all other indices or custom baskets provide:
| i. Name. | Yamaha Motor Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3942800008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 61398.70000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 472.91000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Toyota Tsusho Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3635000007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 52813.97000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -420.07000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Rohto Pharmaceutical Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3982400008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 66360.69000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 4577.61000000 |
| 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). | 1688.38000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 197.95000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | USS Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3944130008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 34129.54000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -88.78000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Zensho Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3429300001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 88951.58000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1481.11000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Nifco, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 654101104 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 33484.51000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -228.48000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Seibu Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3417200007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20784.58000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -380.31000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | FANUC Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3802400006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 49893.52000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1461.60000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Obic Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3173400007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 189260.57000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -5030.08000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Miura Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3880800002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 29783.95000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 986.16000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Daiichi Sankyo Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3475350009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 68441.82000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 4962.44000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Subaru Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3814800003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 89373.12000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -293.32000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Marui Group Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3870400003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 40144.40000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -501.85000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Open House Group Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3173540000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 32537.05000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -228.84000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Tokyo Century Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3424950008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8637.82000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 246.33000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | MonotaRO Co. Ltd. |
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). | 77257.07000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -3487.57000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Daifuku Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3497400006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 88721.52000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -6432.16000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Advantest Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3122400009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 181956.01000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -15628.35000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Sysmex Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3351100007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 155653.47000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2543.27000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Sundrug Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3336600006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 118758.34000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1006.20000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Konami Group Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3300200007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10447.65000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 272.92000000 |
| 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). | 28932.78000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1022.54000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Murata Manufacturing Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3914400001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 59169.56000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -351.44000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Aeon Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3388200002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 218681.96000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -3916.01000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Kuraray Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3269600007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 40375.30000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1071.50000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Osaka Gas Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3180400008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 58448.53000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -64.13000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Kyowa Kirin Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3256000005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20134.72000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 741.87000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Ebara Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3166000004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 58960.74000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2081.31000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Pan Pacific International Holdings Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3639650005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 61891.63000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 372.90000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Sohgo Security Services Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3431900004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 123536.07000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -3679.89000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Nabtesco Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3651210001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2036.28000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 148.70000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Komatsu Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3304200003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 171754.04000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2166.80000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Mitsubishi HC Capital, Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3499800005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8709.74000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -262.10000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Kyoto Financial Group, Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3252200005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 18645.04000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 612.41000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Nomura Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3762600009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 75660.01000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 3324.70000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Skylark Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3396210001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 40963.79000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2346.84000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Tokyu Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3574200006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 52430.24000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 786.07000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Tobu Railway Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3597800006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13414.68000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -48.45000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Otsuka Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3188220002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 44876.41000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -3591.67000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Toho Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3598600009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37136.28000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 5194.22000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Welcia Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3274280001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 68142.89000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2821.33000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Fujitsu Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3818000006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 210691.19000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -4968.38000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Shiseido Co. Ltd. |
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). | 9042.72000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 883.14000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | TDK Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3538800008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 18969.74000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 78.12000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | SCSK Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3400400002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 59395.22000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -126.06000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Bridgestone Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3830800003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 45431.52000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1236.50000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Santen Pharmaceutical Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3336000009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 147247.87000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1174.83000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | MatsukiyoCocokara & Co. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3869010003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 35347.86000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1460.65000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Canon, Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3242800005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 28219.10000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1441.89000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | TOPPAN Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 890747108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 128108.30000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 123.90000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Shimamura Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3358200008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 279159.84000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -9226.68000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Square Enix Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3164630000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 103964.97000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1004.69000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Nippon Shinyaku Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3717600005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 35374.09000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -180.87000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Yamaha Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3942600002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 25338.08000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -248.72000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | COMSYS Holdings Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3305530002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 103518.03000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -3748.64000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Fuji Electric Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3820000002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 47148.14000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 823.32000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Nexon Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3758190007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 36378.21000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 6983.50000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Toyo Suisan Kaisha Ltd. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 892306101 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 206385.28000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -19628.91000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Sumitomo Forestry Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3409800004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 71306.55000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 4872.50000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Ricoh Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3973400009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 120238.91000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -6140.52000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Unicharm Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3951600000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 94035.10000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -3237.94000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Tokio Marine Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3910660004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 84663.38000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 6147.96000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Hoya Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3837800006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37361.77000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1361.77000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Eisai Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3160400002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 114519.70000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 8946.26000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Terumo Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3546800008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 150424.65000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 4735.64000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Stanley Electric Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3399400005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 54406.15000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -4.84000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Sumitomo Mitsui Trust Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3892100003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 153215.06000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -5735.30000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | NGK Insulators Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3695200000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 171732.67000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -155.75000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Keyence Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3236200006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 395420.83000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -5686.58000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Chiba Bank Ltd. (The) |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3511800009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 169308.41000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 20744.85000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Shimizu Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3358800005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 90213.23000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -4350.17000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Isetan Mitsukoshi Holdings Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3894900004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 85779.55000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -4930.38000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Kose Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3283650004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 59796.23000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 515.82000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Otsuka Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3188200004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 107002.91000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -6235.39000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Isuzu Motors Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3137200006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3845.90000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -188.14000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Mitsubishi Electric Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3902400005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 148512.89000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 619.27000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Yamato Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3940000007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 35061.62000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1247.24000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Oriental Land Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3198900007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 85487.09000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 966.82000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | ZOZO, Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3399310006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 49652.09000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -775.13000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Shinko Electric Industries Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3375800004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 38708.74000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -307.88000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Kansai Electric Power Co., Inc. (The) |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3228600007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 39816.27000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 4385.86000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Toray Industries, Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3621000003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6216.03000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -10.35000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Japan Post Insurance Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3233250004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 165080.88000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -11454.23000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Lion Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3965400009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 125197.65000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1281.07000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Astellas Pharma, Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3942400007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4757.31000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 6.52000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Hamamatsu Photonics KK |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3771800004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 147699.87000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -7402.62000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Concordia Financial Group Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3305990008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 104382.16000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -12018.06000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Asahi Kasei Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3111200006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 81921.75000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 679.47000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Kikkoman Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3240400006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 73328.18000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 4918.62000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Oracle Corp. Japan |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3689500001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 92374.96000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -6305.89000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Japan Airlines Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3705200008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 161089.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -5818.20000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | NIPPON EXPRESS HOLDINGS, Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3688370000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 113479.96000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 146.63000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Persol Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3547670004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 112406.71000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 3817.54000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Suzuki Motor Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3397200001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 208821.12000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -5438.71000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Keisei 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). | JP3278600006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 132133.96000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -553.82000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Denso Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3551500006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 193659.24000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 4338.40000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Nippon Yusen KK |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3753000003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 132799.11000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 13314.01000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | THK Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3539250005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 68393.45000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1370.74000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Resonac Holdings Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3368000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 248410.30000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -936.90000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Pola Orbis Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3855900001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 100926.19000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 170.87000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Sharp Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3359600008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 109609.61000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -4498.46000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Asahi Group Holdings Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3116000005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7447.28000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -344.21000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Iida Group Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3131090007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17923.68000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 107.76000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Mitsubishi Gas Chemical Co., Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3896800004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 94195.51000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 695.16000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | JSR Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3385980002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2845.43000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 5.71000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | NIDEC Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3734800000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 40307.13000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1285.86000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | LY Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3933800009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 38899.13000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -852.89000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Hirose Electric Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3799000009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 33881.52000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -980.18000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Sony Group Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3435000009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 56779.75000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1396.77000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Ajinomoto Co., Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3119600009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 103933.34000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2271.64000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Kubota Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3266400005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 40521.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1448.19000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | SoftBank Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3732000009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 115894.10000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2294.39000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Yaskawa Electric Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3932000007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 187298.45000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -19234.62000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Tohoku Electric Power Co., Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3605400005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 166545.46000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 8690.35000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Nitto Denko Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3684000007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 97012.76000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 3661.70000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Shin-Etsu Chemical Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3371200001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12546.95000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 0.16000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | McDonald's Holdings Co. Japan Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3750500005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 99629.40000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 125.86000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Lasertec Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3979200007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 183768.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -12591.29000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Ono Pharmaceutical Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3197600004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 97842.33000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -3810.16000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Toyota Industries Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3634600005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 162580.63000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2947.23000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Nissan Chemical Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3670800006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 202480.99000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -15757.04000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Shimano, Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3358000002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 123235.36000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2781.26000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Nippon Sanso Holdings 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). | 77437.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -309.94000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Tokyo Electron Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3571400005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 177739.87000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 5330.93000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Hitachi Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3788600009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 136666.50000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 3006.21000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Ito En Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3143000002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 91076.58000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 824.85000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Kyushu Railway Co. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3247010006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 112254.58000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2911.38000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Rohm Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3982800009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7636.31000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 80.58000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Kintetsu Group Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3260800002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15842.01000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -85.57000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Mercari, Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3921290007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 73870.81000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2115.01000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Asics Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3118000003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 18729.79000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1917.02000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Mitsubishi Motors Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3899800001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 241810.11000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -9280.38000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Yamazaki Baking Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 984632109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4568.16000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -236.10000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Sumitomo Chemical Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3401400001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1701.51000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -90.19000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Shionogi & Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3347200002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 192511.96000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -9956.13000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Tosoh Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3595200001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 87961.40000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1722.40000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | SoftBank Group Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3436100006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 123587.71000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -9125.30000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Sekisui Chemical Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3419400001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 153897.74000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -3354.84000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | CyberAgent, Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3311400000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 87065.43000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -6228.55000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Nintendo Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3756600007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 109271.16000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 4393.18000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Dai-ichi Life Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3476480003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 135762.74000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -4220.24000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Amada Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3122800000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 96674.26000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 211.50000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | SG Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3162770006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11468.71000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -420.65000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Taisei Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3443600006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37562.67000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1626.50000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Shimadzu Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3357200009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11153.21000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -18.46000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Yokogawa Electric Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3955000009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 100742.26000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -980.67000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Nippon Paint Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3749400002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 104055.74000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -3005.74000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Nomura Research Institute Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3762800005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 63894.01000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1701.10000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Toyota Motor Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3633400001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 82456.74000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 3889.01000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Fast Retailing Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3802300008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 98911.56000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2216.58000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | TOTO Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3596200000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5253.94000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -63.87000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Japan Airport Terminal Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3699400002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 96788.54000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2258.27000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Nissan Motor Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3672400003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12511.76000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -533.35000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Kao Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3205800000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 49326.76000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 170.33000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Hikari Tsushin, Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3783420007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 49580.67000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 39.17000000 |
| 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). | 44332.46000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 472.97000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Dentsu Group, Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3551520004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2560.34000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -135.40000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Ibiden Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3148800000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 104814.90000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -14921.99000000 |
| 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). | 112535.26000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1727.58000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Makita Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3862400003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 24754.84000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -37.20000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Yamada Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3939000000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 155994.78000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2279.03000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Olympus Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3201200007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 86605.68000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2263.84000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | MINEBEA MITSUMI, Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3906000009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 176025.07000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -10393.18000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Asahi Intecc Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3110650003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 249430.21000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -5523.83000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | MEIJI Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3918000005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 99765.22000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1809.25000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Sega Sammy Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3419050004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 101916.31000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -6832.98000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Hakuhodo DY Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3766550002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 29803.87000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 208.13000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | T&D Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3539220008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 76202.20000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2878.65000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Rakuten Group, Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3967200001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 162728.51000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -10101.56000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Nagoya Railroad Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3649800004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 46485.62000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 630.65000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | M3, Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3435750009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 224431.29000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -10268.92000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Niterra Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3738600000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 196576.31000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -445.67000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Lixil Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3626800001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8725.35000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 91.83000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Sumitomo Metal Mining Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3402600005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 32667.65000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -728.64000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Japan Post Bank Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3946750001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 266635.57000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -15989.96000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Recruit Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3970300004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 71078.92000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 679.75000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Keio Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3277800003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 59716.73000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -129.50000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Suntory Beverage & Food Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3336560002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 52607.83000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 125.56000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Air Water, Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3160670000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 62763.76000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1626.17000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | SMC Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3162600005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 374455.22000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -16948.62000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Seven & i Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3422950000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 31639.65000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1211.42000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Trend Micro, Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3637300009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 21348.01000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 249.43000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Mazda Motor Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3868400007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 204161.55000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -4990.22000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Oji Holdings Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3174410005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 16913.21000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 167.05000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Kobe Bussan Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3291200008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 200876.83000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 663.60000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Kyushu Electric Power Co., Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3246400000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 34021.67000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 811.67000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Kajima Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3210200006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 53357.43000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 14.27000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Hankyu Hanshin Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3774200004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9533.96000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -125.62000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Japan Post Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3752900005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1785.50000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -100.32000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Goldwin, Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3306600002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14339.74000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1617.71000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Mitsui OSK Lines Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3362700001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 57546.49000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1278.90000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | NH Foods Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3743000006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 81373.52000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 4079.91000000 |
| 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). | 63091.70000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 927.02000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | TIS, Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3104890003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4395.86000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 17.29000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Ryohin Keikaku Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3976300008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 96875.17000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 5082.97000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Obayashi Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3190000004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 156355.31000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -3528.02000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Kansai Paint Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3229400001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 158578.47000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2545.19000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Koito Manufacturing Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3284600008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12431.01000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -127.79000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Mitsubishi Chemical Group Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3897700005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12837.55000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1257.77000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Mitsui Chemicals, Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3888300005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17743.21000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -86.58000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | ORIX Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3200450009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 80759.10000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -269.44000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Daiwa Securities Group, Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3502200003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4027.30000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -129.29000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Omron Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3197800000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4653.30000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 373.87000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Brother Industries Ltd. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 114813108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 74847.52000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -9973.88000000 |
| 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). | 75861.72000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 4914.91000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Nissin Foods Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3675600005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 62855.70000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2293.23000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Chugai Pharmaceutical Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3519400000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 109557.23000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 601.64000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | NTT Data Group Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3165700000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 257268.74000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -29897.82000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Taiyo Yuden Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3452000007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 139643.94000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -7739.51000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Mitsubishi UFJ Financial Group, Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3902900004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 70373.52000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 4095.28000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | SUMCO Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3322930003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 79283.62000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2208.09000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Bandai Namco Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3778630008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 53995.26000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -225.04000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Daikin Industries Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3481800005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 81109.99000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -5028.43000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Kurita Water Industries Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3270000007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 97512.97000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -9392.40000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Renesas Electronics Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3164720009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 112650.09000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 8253.28000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | NSK Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3720800006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 161575.05000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 284.70000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | IHI Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3134800006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17561.79000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 55.49000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | East Japan Railway Co. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3783600004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 51806.47000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 463.74000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Honda Motor Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3854600008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 343496.75000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -7615.78000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Mizuho Financial Group, Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3885780001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 528792.28000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -22172.26000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Toyota Boshoku Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3635400009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 96455.14000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -4703.10000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Seiko Epson Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3414750004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 106009.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -414.87000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Haseko Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3768600003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 51876.13000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 812.30000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | ANA Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3429800000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 229654.79000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -3734.70000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Hoshizaki Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3845770001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 21918.21000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1454.38000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Cosmos Pharmaceutical Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3298400007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 69245.76000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -3056.53000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | BayCurrent Consulting, Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3835250006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 150525.87000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -5149.28000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | MS&AD Insurance Group Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3890310000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 121888.39000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2199.55000000 |
| 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). | 4865.99000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 8.18000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Mitsubishi Heavy Industries Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3900000005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17467.24000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -411.65000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Panasonic Holdings Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3866800000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 278686.49000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -8729.11000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Capcom Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3218900003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 64541.44000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1251.70000000 |
| 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). | 117817.18000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -11585.27000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | ENEOS Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3386450005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4362.86000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 286.79000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Kyocera Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3249600002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11648.06000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -98.04000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Nippon Telegraph & Telephone Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3735400008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 84743.25000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -99.63000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Dai Nippon Printing Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3493800001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5906.21000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -151.95000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Nikon Corp. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 654111103 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 59222.23000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 67.25000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Sumitomo Electric Industries Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3407400005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6344.30000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 61.73000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Alfresa Holdings Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3126340003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 96764.58000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2899.14000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Azbil Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3937200008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 59367.77000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1244.37000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Kobe Steel Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3289800009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23201.04000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1875.50000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Aisin Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3102000001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 55778.01000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2559.58000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Taisho Pharmaceutical Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3442850008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 36666.91000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -39.47000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | ABC-Mart, Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3152740001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 80282.43000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -3667.71000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Nitori Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3756100008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 281980.79000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -9366.28000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Fukuoka Financial Group, Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3805010000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 122311.01000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -6951.40000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Resona Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3500610005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 107469.91000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -14783.42000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Hitachi Construction Machinery Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3787000003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 123721.88000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 3126.72000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | KDDI Corp. |
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). | 41234.06000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -485.80000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Nisshin Seifun Group, Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3676800000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 43094.81000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -15.16000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Kakaku.com, Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3206000006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 58070.67000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 337.34000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Rinnai Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3977400005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6941.35000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -288.16000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Sumitomo Heavy Industries Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3405400007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 50270.26000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -126.90000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Yakult Honsha Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3931600005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 56119.05000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -263.93000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Kirin Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 497350108 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 172753.54000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -4706.74000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Kawasaki Heavy Industries Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3224200000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 57300.36000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 30.36000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Shizuoka Financial Group, Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3351500008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 30441.52000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1409.54000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | West Japan Railway Co. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3659000008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 54168.90000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -81.93000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Medipal Holdings Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3268950007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 97130.45000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -3252.52000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Koei Tecmo Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3283460008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 95693.04000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 5796.41000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Central Japan Railway Co. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3566800003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 32994.37000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -436.84000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | AGC, Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3112000009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 29651.53000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 317.26000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | JFE Holdings, Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3386030005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 108298.48000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 3729.38000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Kawasaki Kisen Kaisha Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3223800008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 47076.08000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 7390.26000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Disco Corp. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | JP3548600000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 74090.04000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 3547.35000000 |
| ISO Currency Code. |
United States Dollar
|
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
| Receipts: fixed, floating or other. |
Fixed
Floating
Other
|
| Receipts: Floating rate Index. | TONAR |
| Receipts: Floating rate Spread. | 0.00010000 |
| Receipt: Floating Rate Reset Dates. | Day |
| Receipt: Floating Rate Reset Dates Unit. | 1 |
| Receipts: Floating Rate Tenor. | Day |
| Receipts: Floating Rate Tenor Unit. | 1 |
| Receipts: Base currency. |
United States Dollar
|
| Receipts: Amount. | 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| Payments: fixed, floating or other. |
Fixed
Floating
Other
|
| Payments: fixed or floating | Floating |
| Payments: Floating rate Index. | TONAR |
| Payments: Floating rate Spread. | 0.00010000 |
| Payment: Floating Rate Reset Dates. | Day |
| Payment: Floating Rate Reset Dates Unit. | 1 |
| Payment: Floating Rate Tenor. | Day |
| Payment: Floating Rate Tenor Unit. | 1 |
| Payments: Base currency |
United States Dollar
|
| Payments: Amount | 0.00000000 |
| ii. Termination or maturity date. | 2026-12-18 |
| 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. | 23549143.00000000 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -352290.45000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487981 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 159.55000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000686431166 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 10980.80000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 14650.00000000 |
| Description of currency purchased. |
Singapore Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 159.55000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 10980.80000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 14650.00000000 |
| Description of currency purchased. |
Singapore Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 159.55000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 486734 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 238.04000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.001024118300 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 76703.49000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 517500.00000000 |
| Description of currency purchased. |
Denmark Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 238.04000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 76703.49000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 517500.00000000 |
| Description of currency purchased. |
Denmark Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 238.04000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487096 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 120.64000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000519028867 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 11019.71000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 14650.00000000 |
| Description of currency purchased. |
Singapore Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 120.64000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 11019.71000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 14650.00000000 |
| Description of currency purchased. |
Singapore Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 120.64000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487015 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 99.91000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000429842292 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 14536.11000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 11478.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 99.91000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 14536.11000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 11478.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 99.91000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487842 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 134.33000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000577927286 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 14384.38000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 11386.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 134.33000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 14384.38000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 11386.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 134.33000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487761 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 141.84000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000610237521 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 10998.51000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 14650.00000000 |
| Description of currency purchased. |
Singapore Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 141.84000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 10998.51000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 14650.00000000 |
| Description of currency purchased. |
Singapore Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 141.84000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487417 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 365.40000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.001572058590 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 26413.52000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 24182.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 365.40000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 26413.52000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 24182.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 365.40000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 482324 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 133.52000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000574442427 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 14446.40000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 11434.00000000 |
| Description of currency purchased. |
United Kingdom Pound
�� |
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 133.52000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 14446.40000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 11434.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 133.52000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487731 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 92.54000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000398134378 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 1647.77000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 17651.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 92.54000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 1647.77000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 17651.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 92.54000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488061 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 250.63000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.001078284193 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 21064.56000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 16716.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 250.63000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 21064.56000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 16716.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 250.63000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487845 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 16.44000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000070729729 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 246.22000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 2664.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 16.44000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 246.22000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 2664.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 16.44000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 496368 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -147.18000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | -0.00063321177 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 86000.00000000 |
| Description of currency sold. |
Singapore Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 65250.12000000 |
| Description of currency purchased. |
United States Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -147.18000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 86000.00000000 |
| Description of currency sold. |
Singapore Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 65250.12000000 |
| Description of currency purchased. |
United States Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -147.18000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487773 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 28.32000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000121840994 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 1025.68000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 1667.00000000 |
| Description of currency purchased. |
New Zealand Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 28.32000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 1025.68000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 1667.00000000 |
| Description of currency purchased. |
New Zealand Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 28.32000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 486731 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 237.66000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.001022483427 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 76703.87000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 517500.00000000 |
| Description of currency purchased. |
Denmark Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 237.66000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 76703.87000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 517500.00000000 |
| Description of currency purchased. |
Denmark Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 237.66000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487402 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 114.08000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000490805812 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 21723.92000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 17126.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 114.08000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 21723.92000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 17126.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 114.08000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487824 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 660.03000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.002839643763 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 34978.02000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 32182.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 660.03000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 34978.02000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 32182.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 660.03000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487803 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 1128.29000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.004854236417 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 32174.19000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 27786.00000000 |
| Description of currency purchased. |
Switzerland Franc
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 1128.29000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 32174.19000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 27786.00000000 |
| Description of currency purchased. |
Switzerland Franc
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 1128.29000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 486893 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 1950.41000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.008391239176 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 84625.48000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 126750.00000000 |
| Description of currency purchased. |
Australia Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 1950.41000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 84625.48000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 126750.00000000 |
| Description of currency purchased. |
Australia Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 1950.41000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488240 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 838.91000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.003609238292 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 34912.09000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 32284.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 838.91000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 34912.09000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 32284.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 838.91000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Total Return Basket Swap |
| d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 74200063300 PML SGD |
| Description of other unique identifier. | Inhouse Account Number |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 554606.01000000 |
| Units |
Principal amount
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
Singapore 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. | 10560.75000000 |
| Exchange rate. | 1.31975000 |
| Percentage value compared to net assets of the Fund. | 0.045435461842 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
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. | Merrill Lynch International |
| LEI (if any) of counterparty. | 549300J8H1BYG1YAFY05 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name. | N/A |
| Index identifier, if any. | N/A |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Narrative description. | Rec/pay the total return of custom basket plus SORA +/- spread (-0.30% to 0.25%). SGD Currency. Maturity 24 Months 01/27/25 to 12/29/25 |
For all other indices or custom baskets provide:
| i. Name. | City Developments Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SG1R89002252 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5035.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 162.86000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Yangzijiang Shipbuilding Holdings Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SG1U76934819 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 24256.22000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 308.50000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | United Overseas Bank Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SG1M31001969 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 131657.57000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 3211.26000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Singapore Technologies Engineering Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SG1F60858221 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 62722.20000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1553.79000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Keppel Corp. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SG1U68934629 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5350.81000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 107.39000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | DBS Group Holdings Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SG1L01001701 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20231.07000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -894.07000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Seatrium Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SG1H97877952 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 29269.86000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -900.24000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Singapore Airlines Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SG1V61937297 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 78948.79000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1602.32000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Genting Singapore Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SGXE21576413 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 47265.30000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1165.66000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Wilmar International Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SG1T56930848 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 36738.72000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 877.39000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Oversea-Chinese Banking Corp. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SG1S04926220 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 93474.41000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2415.50000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Singapore Telecommunications Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SG1T75931496 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19656.06000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 322.85000000 |
| ISO Currency Code. |
United States Dollar
|
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
| Receipts: fixed, floating or other. |
Fixed
Floating
Other
|
| Receipts: Floating rate Index. | SORA |
| Receipts: Floating rate Spread. | 0.00250000 |
| Receipt: Floating Rate Reset Dates. | Day |
| Receipt: Floating Rate Reset Dates Unit. | 1 |
| Receipts: Floating Rate Tenor. | Day |
| Receipts: Floating Rate Tenor Unit. | 1 |
| Receipts: Base currency. |
United States Dollar
|
| Receipts: Amount. | 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| Payments: fixed, floating or other. |
Fixed
Floating
Other
|
| Payments: fixed or floating | Floating |
| Payments: Floating rate Index. | SORA |
| Payments: Floating rate Spread. | 0.00250000 |
| Payment: Floating Rate Reset Dates. | Day |
| Payment: Floating Rate Reset Dates Unit. | 1 |
| Payment: Floating Rate Tenor. | Day |
| Payment: Floating Rate Tenor Unit. | 1 |
| Payments: Base currency |
United States Dollar
|
| Payments: Amount | 0.00000000 |
| ii. Termination or maturity date. | 2025-01-27 |
| 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. | 554606.00000000 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 6825.66000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488037 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 229.86000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000988925526 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 21066.20000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 16701.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 229.86000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 21066.20000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 16701.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 229.86000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 482268 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 174.11000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000749072581 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 16536.42000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 21975.00000000 |
| Description of currency purchased. |
Singapore Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 174.11000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 16536.42000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 21975.00000000 |
| Description of currency purchased. |
Singapore Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 174.11000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 486855 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 796.70000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.003427638420 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 32614.02000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 44224.00000000 |
| Description of currency purchased. |
Canada Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 796.70000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 32614.02000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 44224.00000000 |
| Description of currency purchased. |
Canada Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 796.70000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487922 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 132.99000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000572162211 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 14444.38000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 11432.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 132.99000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 14444.38000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 11432.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 132.99000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Total Return Basket Swap |
| d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 74200063300 PML HKD |
| Description of other unique identifier. | Inhouse Account Number |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1279787.78000000 |
| Units |
Principal amount
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
Hong Kong 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. | 15159.17000000 |
| Exchange rate. | 7.80850000 |
| Percentage value compared to net assets of the Fund. | 0.065219221182 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
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. | Merrill Lynch International |
| LEI (if any) of counterparty. | 549300J8H1BYG1YAFY05 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name. | N/A |
| Index identifier, if any. | N/A |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Narrative description. | Rec/pay the total return of custom basket plus HIBOR +/- spread (-0.30% to 0.30%). HKD Currency. Maturity 24 Months 01/27/25 to 12/29/25 |
For all other indices or custom baskets provide:
| i. Name. | Galaxy Entertainment Group Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0027032686 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11201.74000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -367.39000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Sun Hung Kai Properties Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0016000132 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 86570.97000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 818.26000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Power Assets Holdings Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0006000050 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 28988.51000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 429.89000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Hong Kong Exchanges & Clearing Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0388045442 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3430.03000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 125.93000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | BOC Hong Kong Holdings Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK2388011192 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 167066.38000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 3614.62000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | WH Group Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KYG960071028 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 66840.24000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1096.50000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | AIA Group Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0000069689 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 27849.23000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 280.54000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Sino Land Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0083000502 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17399.70000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 208.18000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Xinyi Glass Holdings Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KYG9828G1082 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 69641.75000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2850.47000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Budweiser Brewing Co. APAC Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KYG1674K1013 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 44242.96000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1386.07000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Techtronic Industries Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0669013440 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 113193.37000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 189.63000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Swire Properties Ltd. |
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). | 31578.43000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 492.31000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | ESR Group Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KYG319891092 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 74402.96000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1235.78000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | MTR Corp. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0066009694 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15525.38000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 259.97000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | SITC International Holdings Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KYG8187G1055 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 34520.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 439.09000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | CLP Holdings Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0002007356 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 16524.24000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -131.84000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Man Wah Holdings Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG5800U1071 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 41699.37000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2222.39000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Hang Seng Bank Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0011000095 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12843.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 164.50000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | ASMPT Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KYG0535Q1331 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 25746.44000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 158.94000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Wharf Real Estate Investment Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KYG9593A1040 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 104794.86000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -5544.04000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Sands China Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KYG7800X1079 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 26928.08000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 595.24000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Hang Lung Properties Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0101000591 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23635.28000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 769.64000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | New World Development Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0000608585 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 24808.32000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 174.43000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | CK Asset Holdings Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | KYG2177B1014 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 95362.80000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1804.50000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | HKT Trust & HKT Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0000093390 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1193.93000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 27.25000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Swire Pacific Ltd., Class A |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0019000162 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 76226.81000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 682.17000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Hong Kong & China Gas Co. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | HK0003000038 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37572.40000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -798.05000000 |
| ISO Currency Code. |
United States Dollar
|
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
| Receipts: fixed, floating or other. |
Fixed
Floating
Other
|
| Receipts: Floating rate Index. | HIBOR |
| Receipts: Floating rate Spread. | 0.00300000 |
| Receipt: Floating Rate Reset Dates. | Month |
| Receipt: Floating Rate Reset Dates Unit. | 1 |
| Receipts: Floating Rate Tenor. | Month |
| Receipts: Floating Rate Tenor Unit. | 1 |
| Receipts: Base currency. |
United States Dollar
|
| Receipts: Amount. | 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| Payments: fixed, floating or other. |
Fixed
Floating
Other
|
| Payments: fixed or floating | Floating |
| Payments: Floating rate Index. | HIBOR |
| Payments: Floating rate Spread. | 0.00300000 |
| Payment: Floating Rate Reset Dates. | Month |
| Payment: Floating Rate Reset Dates Unit. | 1 |
| Payment: Floating Rate Tenor. | Month |
| Payment: Floating Rate Tenor Unit. | 1 |
| Payments: Base currency |
United States Dollar
|
| Payments: Amount | 0.00000000 |
| ii. Termination or maturity date. | 2025-01-27 |
| 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. | 1279788.00000000 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 2240.34000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488153 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 1165.72000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.005015271318 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 32136.76000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 27786.00000000 |
| Description of currency purchased. |
Switzerland Franc
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 1165.72000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 32136.76000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 27786.00000000 |
| Description of currency purchased. |
Switzerland Franc
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 1165.72000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 486884 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 18478.17000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.079498538263 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 518776.99000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 74827500.00000000 |
| Description of currency purchased. |
Japan Yen
|
| iii. Settlement date. | 2024-03-21 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 18478.17000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 518776.99000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 74827500.00000000 |
| Description of currency purchased. |
Japan Yen
|
| iii. Settlement date. | 2024-03-21 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 18478.17000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 486758 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 106.83000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000459614174 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 26723.03000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 24228.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 106.83000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 26723.03000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 24228.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 106.83000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 486698 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 103.92000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000447094495 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 16606.61000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 21975.00000000 |
| Description of currency purchased. |
Singapore Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 103.92000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 16606.61000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 21975.00000000 |
| Description of currency purchased. |
Singapore Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 103.92000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 482310 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 1359.20000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.005847679353 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 31942.09000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 27785.00000000 |
| Description of currency purchased. |
Switzerland Franc
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 1359.20000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 31942.09000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 27785.00000000 |
| Description of currency purchased. |
Switzerland Franc
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 1359.20000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487429 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 105.41000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000453504915 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 21730.04000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 17124.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 105.41000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 21730.04000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 17124.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 105.41000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487405 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 351.53000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.001512385758 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 26425.18000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 24180.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 351.53000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 26425.18000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 24180.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 351.53000000 |
| 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
|
| 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). | Limited Purpose Cash Investment Fund |
| 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. | 549300GUQBQJ6160QP80 |
| c. Title of the issue or description of the investment. | Limited Purpose Cash Investment Fund |
| d. CUSIP (if any). | 90262Y729 |
At least one of the following other identifiers:
| Identifier. | ISIN |
| ISIN | US90262Y7296 |
| 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 | AQR9201414 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 9960295.58900000 |
| Units |
Number of shares
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 9956311.47000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 42.83498898193 |
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. |
Registered fund
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
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. 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488380 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 275.84000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.001186745050 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 21064.85000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 16736.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 275.84000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 21064.85000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 16736.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 275.84000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487461 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 374.19000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.001609875763 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 26402.52000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 24180.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 374.19000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 26402.52000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 24180.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 374.19000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 486719 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 1245.62000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.005359024688 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 32056.86000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 27786.00000000 |
| Description of currency purchased. |
Switzerland Franc
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 1245.62000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 32056.86000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 27786.00000000 |
| Description of currency purchased. |
Switzerland Franc
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 1245.62000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487791 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 129.02000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000555082099 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 5038.89000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 18667.00000000 |
| Description of currency purchased. |
Israel Shekel
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 129.02000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 5038.89000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 18667.00000000 |
| Description of currency purchased. |
Israel Shekel
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 129.02000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487129 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 305.67000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.001315082510 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 26424.53000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 24138.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 305.67000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 26424.53000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 24138.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 305.67000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Total Return Basket Swap |
| d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 74200063300 PML CHF |
| Description of other unique identifier. | Inhouse Account Number |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 4175910.06000000 |
| Units |
Principal amount
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
Switzerland Franc
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -67822.04000000 |
| Exchange rate. | 0.84105000 |
| Percentage value compared to net assets of the Fund. | -0.29179042307 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
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. | Merrill Lynch International |
| LEI (if any) of counterparty. | 549300J8H1BYG1YAFY05 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name. | N/A |
| Index identifier, if any. | N/A |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Narrative description. | Rec/pay the total return of custom basket plus SARON +/- spread (-0.23% to 0.35%). CHF Currency. Maturity 24-25 Months 02/25/25 to 01/26/26 |
For all other indices or custom baskets provide:
| i. Name. | Clariant AG (Registered) |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012142631 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 32903.30000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -195.21000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Geberit AG (Registered) |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0030170408 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 112335.79000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -184.32000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Lonza Group AG (Registered) |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0013841017 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 91905.85000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 820.46000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | ABB Ltd. (Registered) |
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). | 321931.07000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 354.12000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Sonova Holding AG (Registered) |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012549785 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 25509.74000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 126.47000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Straumann Holding AG (Registered) |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH1175448666 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 202488.43000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1167.84000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Baloise Holding AG (Registered) |
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). | 51426.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -129.91000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | UBS Group AG (Registered) |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0244767585 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15406.55000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -56.77000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Sika AG (Registered) |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0418792922 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 209993.07000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -801.22000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Swiss Re AG |
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). | 288528.21000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1451.79000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Adecco Group AG (Registered) |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012138605 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 157605.28000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -393.28000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | DKSH Holding AG |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0126673539 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 55202.43000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 378.10000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Nestle SA (Registered) |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0038863350 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17735.75000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -119.05000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Partners Group Holding AG |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0024608827 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 109892.29000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -326.87000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Tecan Group AG (Registered) |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012100191 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 48683.78000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 384.89000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Galenica AG |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0360674466 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37283.34000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 232.86000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Helvetia Holding AG (Registered) |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0466642201 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2895.62000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -0.76000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Novartis AG (Registered) |
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). | 497577.66000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 4421.25000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Schindler Holding AG |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0024638196 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 21029.81000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1.63000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | VAT Group AG |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0311864901 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 143645.78000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -8.18000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Chocoladefabriken Lindt & Spruengli AG |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0010570767 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 204061.64000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 694.32000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Holcim AG |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012214059 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 156533.07000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -375.38000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Sandoz Group AG |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH1243598427 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3860.89000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 27.11000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Zurich Insurance Group AG |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0011075394 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5751.10000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -14.70000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Bachem Holding AG |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH1176493729 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 106094.65000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 676.30000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Givaudan SA (Registered) |
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). | 49760.54000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -208.19000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Alcon, Inc. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0432492467 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23392.57000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 121.02000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Kuehne + Nagel International AG (Registered) |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0025238863 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 87309.53000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 118.70000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | EMS-Chemie Holding AG (Registered) |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0016440353 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 166219.74000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -742.94000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Roche Holding AG |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | 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). | 92731.25000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 298.82000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Flughafen Zurich AG (Registered) |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0319416936 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4178.90000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 25.37000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Georg Fischer AG (Registered) |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH1169151003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 189067.26000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 20.71000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | BKW AG |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0130293662 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 34150.50000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -8.84000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Barry Callebaut AG (Registered) |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0009002962 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13505.42000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 86.93000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Logitech International SA (Registered) |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0025751329 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 92235.74000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 683.07000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Avolta AG |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0023405456 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 78545.28000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 420.49000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | SIG Group AG |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0435377954 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 203110.58000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 941.19000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Swiss Life Holding AG (Registered) |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0014852781 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20153.65000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -44.50000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Julius Baer Group Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0102484968 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 617.07000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1.72000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | SGS SA (Registered) |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH1256740924 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11568.32000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 66.16000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Belimo Holding AG (Registered) |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH1101098163 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 29805.60000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -65.63000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Temenos AG (Registered) |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012453913 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 49017.01000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 160.40000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Swatch Group AG (The) |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0012255151 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 51969.22000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -119.31000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Cie Financiere Richemont SA (Registered) |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0210483332 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 33011.66000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -136.60000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Swisscom AG (Registered) |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH0008742519 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 25278.52000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 19.86000000 |
| ISO Currency Code. |
United States Dollar
|
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
| Receipts: fixed, floating or other. |
Fixed
Floating
Other
|
| Receipts: Floating rate Index. | SARON |
| Receipts: Floating rate Spread. | 0.00350000 |
| Receipt: Floating Rate Reset Dates. | Day |
| Receipt: Floating Rate Reset Dates Unit. | 1 |
| Receipts: Floating Rate Tenor. | Day |
| Receipts: Floating Rate Tenor Unit. | 1 |
| Receipts: Base currency. |
United States Dollar
|
| Receipts: Amount. | 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| Payments: fixed, floating or other. |
Fixed
Floating
Other
|
| Payments: fixed or floating | Floating |
| Payments: Floating rate Index. | SARON |
| Payments: Floating rate Spread. | 0.00350000 |
| Payment: Floating Rate Reset Dates. | Day |
| Payment: Floating Rate Reset Dates Unit. | 1 |
| Payment: Floating Rate Tenor. | Day |
| Payment: Floating Rate Tenor Unit. | 1 |
| Payments: Base currency |
United States Dollar
|
| Payments: Amount | 0.00000000 |
| ii. Termination or maturity date. | 2025-02-25 |
| 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. | 4175910.00000000 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 6859.56000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487426 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 105.52000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000453978167 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 21729.93000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 17124.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 105.52000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 21729.93000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 17124.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 105.52000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment. | U.S. Treasury Bills |
| d. CUSIP (if any). | 912797FS1 |
At least one of the following other identifiers:
| Identifier. | ISIN |
| ISIN | US912797FS14 |
| 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 | AQR15901791 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 192000.00000000 |
| Units |
Principal amount
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 187608.89000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.807148788010 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle)
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. | 2024-06-13 |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | None |
| ii. Annualized rate. | 0.00000000 |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
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. 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488344 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 820.46000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.003529860949 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 34901.75000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 32258.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 820.46000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 34901.75000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 32258.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 820.46000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488329 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 132.39000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000569580834 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 11007.96000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 14650.00000000 |
| Description of currency purchased. |
Singapore Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 132.39000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 11007.96000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 14650.00000000 |
| Description of currency purchased. |
Singapore Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 132.39000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 486814 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 88.53000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000380882175 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 26694.82000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 24186.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 88.53000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 26694.82000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 24186.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 88.53000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487183 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 96.47000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000415042397 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 14542.10000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 11480.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 96.47000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 14542.10000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 11480.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 96.47000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 486671 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 94.89000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000408244771 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 1932.24000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 20560.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 94.89000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 1932.24000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 20560.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 94.89000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 486713 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 20.77000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000089358666 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 1033.23000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 1667.00000000 |
| Description of currency purchased. |
New Zealand Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 20.77000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 1033.23000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 1667.00000000 |
| Description of currency purchased. |
New Zealand Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 20.77000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 486725 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 1245.74000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.005359540964 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 32055.55000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 27785.00000000 |
| Description of currency purchased. |
Switzerland Franc
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 1245.74000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 32055.55000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 27785.00000000 |
| Description of currency purchased. |
Switzerland Franc
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 1245.74000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487334 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 102.27000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000439995708 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 11038.08000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 14650.00000000 |
| Description of currency purchased. |
Singapore Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 102.27000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 11038.08000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 14650.00000000 |
| Description of currency purchased. |
Singapore Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 102.27000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 482336 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 148.43000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000638589645 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 14362.63000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 11380.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 148.43000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 14362.63000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 11380.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 148.43000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487364 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 133.31000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000573538945 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 4387.50000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 45458.00000000 |
| Description of currency purchased. |
Sweden Krona
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 133.31000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 4387.50000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 45458.00000000 |
| Description of currency purchased. |
Sweden Krona
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 133.31000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488201 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 822.73000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.003539627159 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 34930.49000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 32286.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 822.73000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 34930.49000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 32286.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 822.73000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488192 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 46.07000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000198206730 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 626.75000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 6824.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 46.07000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 626.75000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 6824.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 46.07000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488007 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 1190.12000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.005120247316 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 32112.36000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 27786.00000000 |
| Description of currency purchased. |
Switzerland Franc
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 1190.12000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 32112.36000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 27786.00000000 |
| Description of currency purchased. |
Switzerland Franc
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 1190.12000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488150 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 1165.88000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.005015959685 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 32136.60000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 27786.00000000 |
| Description of currency purchased. |
Switzerland Franc
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 1165.88000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 32136.60000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 27786.00000000 |
| Description of currency purchased. |
Switzerland Franc
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 1165.88000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487925 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 133.06000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000572463371 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 14444.31000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 11432.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 133.06000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 14444.31000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 11432.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 133.06000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 486775 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 782.95000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.003368481864 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 32784.91000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 44432.00000000 |
| Description of currency purchased. |
Canada Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 782.95000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 32784.91000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 44432.00000000 |
| Description of currency purchased. |
Canada Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 782.95000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 486695 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 103.84000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000446750312 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 16606.69000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 21975.00000000 |
| Description of currency purchased. |
Singapore Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 103.84000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 16606.69000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 21975.00000000 |
| Description of currency purchased. |
Singapore Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 103.84000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487144 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 1129.22000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.004858237551 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 32173.26000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 27786.00000000 |
| Description of currency purchased. |
Switzerland Franc
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 1129.22000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 32173.26000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 27786.00000000 |
| Description of currency purchased. |
Switzerland Franc
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 1129.22000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487776 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 28.32000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000121840994 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 1025.68000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 1667.00000000 |
| Description of currency purchased. |
New Zealand Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 28.32000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 1025.68000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 1667.00000000 |
| Description of currency purchased. |
New Zealand Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 28.32000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 486778 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 783.11000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.003369170231 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 32784.75000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 44432.00000000 |
| Description of currency purchased. |
Canada Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 783.11000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 32784.75000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 44432.00000000 |
| Description of currency purchased. |
Canada Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 783.11000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487012 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 99.84000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000429541132 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 14536.18000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 11478.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 99.84000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 14536.18000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 11478.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 99.84000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487821 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 659.85000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.002838869350 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 34978.20000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 32182.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 659.85000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 34978.20000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 32182.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 659.85000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Total Return Basket Swap |
| d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 74200063300 PML EUR |
| Description of other unique identifier. | Inhouse Account Number |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 19013869.46000001 |
| Units |
Principal amount
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
Euro Member Countries
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 179918.28000000 |
| Exchange rate. | 0.90583812 |
| Percentage value compared to net assets of the Fund. | 0.774061515117 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
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. | Merrill Lynch International |
| LEI (if any) of counterparty. | 549300J8H1BYG1YAFY05 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name. | N/A |
| Index identifier, if any. | N/A |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Narrative description. | Rec/pay the total return of custom basket plus ESTR +/- spread (-0.75% to 0.30%). EUR Currency. Maturity 24-25 Months 02/25/25 to 01/26/26 |
For all other indices or custom baskets provide:
| i. Name. | Orange SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000133308 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 164502.27000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -882.10000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Signify NV |
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). | 119489.62000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1052.70000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Puma SE |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0006969603 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 76045.57000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 43.23000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Banco BPM SpA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0005218380 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 202907.21000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 295.34000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Kone OYJ, Class B |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI0009013403 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 29312.39000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 475.84000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Edenred SE |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010908533 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 32196.46000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 136.82000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Akzo Nobel NV |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0013267909 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 110050.25000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 210.43000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | adidas AG |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A1EWWW0 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 98148.88000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 793.17000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | SEB SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121709 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 54473.15000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 175.33000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Heidelberg Materials AG |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0006047004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 64180.71000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 117.93000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Koninklijke KPN NV |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000009082 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15937.16000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -19.04000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Rational AG |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0007010803 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 22378.03000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -157.29000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Wacker Chemie AG |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000WCH8881 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 89642.62000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 396.47000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Tenaris SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | LU2598331598 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4835.30000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 83.26000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Acciona SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0125220311 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 36369.35000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 60.12000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | CaixaBank SA |
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). | 36731.46000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 14.30000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Carrefour SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120172 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 59211.25000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -106.70000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Delivery Hero SE |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A2E4K43 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 40486.26000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -757.29000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Enel SpA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0003128367 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 122072.46000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 211.78000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Schneider Electric SE |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121972 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 22143.68000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -54.74000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Airbus SE |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000235190 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 50672.19000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -188.82000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Alten SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000071946 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12812.92000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 100.89000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Argenx SE |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0010832176 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 28527.65000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -172.34000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | BioMerieux |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0013280286 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 30596.35000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -161.83000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Redeia Corp. SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0173093024 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 66639.61000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -80.46000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | GEA Group AG |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0006602006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 137568.99000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1439.49000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Eiffage SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000130452 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 200960.40000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 996.72000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Koninklijke Ahold Delhaize NV |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0011794037 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 282621.98000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -4.99000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Adyen NV |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0012969182 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 156203.87000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1186.99000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Air France-KLM |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR001400J770 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 57619.14000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -64.29000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Eutelsat Communications SACA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010221234 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1612.50000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -25.57000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Nexi SpA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0005366767 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1515.70000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -0.31000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Cie de Saint-Gobain SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000125007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 240416.23000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 371.14000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | LANXESS AG |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005470405 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 40254.90000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -439.31000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Aurubis AG |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0006766504 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 38049.83000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1496.28000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Evotec SE |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005664809 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 24273.80000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 178.84000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Zalando SE |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000ZAL1111 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 29380.06000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 514.12000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Remy Cointreau SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000130395 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 42603.35000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -274.38000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | L'Oreal SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120321 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 118643.18000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -751.70000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Universal Music Group NV |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0015000IY2 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 30488.34000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 12.87000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Randstad NV |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000379121 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 815.89000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -5.87000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Assicurazioni Generali SpA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0000062072 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 218120.54000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1218.19000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | SCOR SE |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010411983 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 58777.90000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -194.87000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Teleperformance SE |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000051807 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 35576.96000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 188.73000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Valmet OYJ |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI4000074984 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 73884.30000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1566.54000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Ferrari NV |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0011585146 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 521940.07000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1883.15000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | ASM International NV |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000334118 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 39556.07000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 409.79000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Umicore SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0974320526 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 36089.15000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 38.98000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Accor SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120404 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14774.57000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 7.69000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Brembo SpA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0005252728 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1215.36000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 15.26000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | ASML Holding NV |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0010273215 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 189476.74000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -396.43000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | MTU Aero Engines AG |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A0D9PT0 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 45889.94000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 237.25000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Sartorius Stedim Biotech |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0013154002 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 234951.74000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -794.67000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Fortum OYJ |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI0009007132 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 33712.64000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -371.99000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Amadeus IT Group SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0109067019 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14220.66000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -17.20000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Lotus Bakeries NV |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0003604155 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 54513.05000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 539.79000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | UPM-Kymmene OYJ |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI0009005987 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 90529.70000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -622.26000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | NN Group NV |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0010773842 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 139903.86000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -119.17000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Proximus SADP |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0003810273 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 84358.12000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -78.44000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | EssilorLuxottica SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121667 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 137747.96000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -523.44000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Telefonica SA |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 879382109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 80426.10000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -665.06000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Snam SpA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0003153415 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20502.50000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 11.15000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Knorr-Bremse AG |
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). | 3293.86000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -31.31000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Alstom SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010220475 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 38014.95000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -32.56000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Aena SME SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0105046009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1452.09000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 0.71000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | ABN AMRO Bank NV |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0011540547 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 41220.50000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -83.40000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Scout24 SE |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A12DM80 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37830.54000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 405.10000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Banco Santander SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0113900J37 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 250396.37000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1398.78000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Rexel SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010451203 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 176067.58000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -955.17000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Cie Generale des Etablissements Michelin SCA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR001400AJ45 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 22921.14000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -136.38000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Elisa OYJ |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI0009007884 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3143.12000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 0.00000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | FUCHS SE (Preference) |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A3E5D64 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4360.02000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 23.72000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Etablissements Franz Colruyt NV |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0974256852 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3338.09000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -19.46000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Infrastrutture Wireless Italiane SpA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0005090300 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 83524.04000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 300.51000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Beiersdorf AG |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005200000 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 134330.05000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1029.26000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Moncler SpA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0004965148 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 65940.75000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 222.46000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Wartsila OYJ Abp |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI0009003727 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 82913.07000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -884.56000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | IMCD NV |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0010801007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 90216.72000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -577.42000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Bouygues SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120503 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 180685.35000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -726.82000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | SOITEC |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0013227113 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 94840.61000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1363.37000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Symrise AG |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000SYM9999 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 81542.54000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -448.58000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Dassault Systemes SE |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0014003TT8 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 42633.11000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -247.25000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Ferrovial SE |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0015001FS8 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 108480.61000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1161.08000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Hera SpA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0001250932 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20442.34000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 36.14000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Getlink SE |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010533075 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 41007.01000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -348.14000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Deutsche Bank AG (Registered) |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005140008 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 248477.21000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -689.60000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Fraport AG Frankfurt Airport Services Worldwide |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005773303 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 75243.15000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 911.79000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | A2A SpA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0001233417 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 70697.10000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -408.60000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Thales SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121329 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12141.97000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 15.39000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | HUGO BOSS AG |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A1PHFF7 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 25628.16000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -298.57000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Buzzi SpA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0001347308 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10188.91000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 47.80000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Hannover Rueck SE |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0008402215 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 35387.38000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -79.97000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | BE Semiconductor Industries NV |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0012866412 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 88773.88000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1374.97000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Prysmian SpA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0004176001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23658.64000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 30.18000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | DiaSorin SpA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0003492391 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 56891.16000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -121.28000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | OCI NV |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0010558797 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6984.52000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 12.65000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Sodexo SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121220 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 187480.58000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1733.93000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Banco Bilbao Vizcaya Argentaria SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0113211835 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17043.66000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -28.99000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Verallia SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0013447729 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 74472.34000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2178.67000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Gaztransport Et Technigaz SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0011726835 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 44111.19000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -229.01000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | E.ON SE |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000ENAG999 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 119572.07000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -98.32000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Carl Zeiss Meditec AG |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005313704 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 89696.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 705.52000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Unipol Gruppo SpA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0004810054 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 117781.53000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 219.60000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Bayer AG (Registered) |
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). | 31538.34000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -113.70000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Commerzbank AG |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000CBK1001 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13633.01000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -4.65000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Bureau Veritas SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0006174348 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 50169.39000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -344.73000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Capgemini SE |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000125338 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 108675.64000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 990.55000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Bankinter SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0113679I37 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 53913.07000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 72.24000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | LVMH Moet Hennessy Louis Vuitton SE |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121014 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 81253.71000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -69.23000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Aegon Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BMG0112X1056 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 43704.21000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 21.47000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Fresenius Medical Care AG |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005785802 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 35620.65000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -83.22000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Naturgy Energy Group SA |
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). | 31766.02000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -21.94000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Mercedes-Benz Group AG |
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). | 352303.03000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -953.26000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | AXA SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120628 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 96434.51000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 4.77000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | SES SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | LU0088087324 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 526.80000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 7.31000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Evonik Industries AG |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000EVNK013 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20367.66000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 71.89000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Atos SE |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000051732 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 31077.37000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -821.81000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Poste Italiane SpA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0003796171 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 170853.39000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -48.55000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | UniCredit SpA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0005239360 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 196108.23000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1714.89000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Hermes International SCA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000052292 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 138158.50000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 303.32000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | SBM Offshore NV |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000360618 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15991.68000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 197.78000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | thyssenkrupp AG |
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). | 113042.27000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1065.14000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Rubis SCA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0013269123 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23882.28000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -69.02000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Leonardo SpA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0003856405 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 193171.68000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1190.76000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Corp. ACCIONA Energias Renovables SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0105563003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 75945.25000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 603.76000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | HelloFresh SE |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A161408 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 18194.58000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 328.78000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Allianz SE (Registered) |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0008404005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 167827.53000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 264.42000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Siemens Healthineers AG |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000SHL1006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 319496.64000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 3087.81000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | SAP SE |
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). | 6618.63000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -19.55000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | FinecoBank Banca Fineco SpA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0000072170 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 95289.72000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -297.70000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Nokia OYJ |
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). | 62270.67000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 85.26000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Covestro AG |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0006062144 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19229.72000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 78.37000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Enagas SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0130960018 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 44788.09000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -437.04000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Telefonica Deutschland Holding AG |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A1J5RX9 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 83444.61000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -557.46000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Infineon Technologies AG |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0006231004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 62351.58000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -251.55000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Orion OYJ, Class B |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI0009014377 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3769.82000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -5.65000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Siemens AG (Registered) |
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). | 207120.68000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1369.48000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Anheuser-Busch InBev SA/NV |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0974293251 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 44538.19000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 121.98000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Fluidra SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0137650018 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 71028.84000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2471.06000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Renault SA |
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). | 28098.24000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 160.58000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Merck KGaA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0006599905 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 115271.32000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1137.02000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Deutsche Lufthansa AG (Registered) |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0008232125 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 49803.19000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 81.20000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | JDE Peet's NV |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0014332678 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23046.64000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 79.72000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Stellantis NV |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL00150001Q9 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 171371.78000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -45.41000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Aperam SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | LU0569974404 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15422.67000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -94.01000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Veolia Environnement SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000124141 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 35810.35000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 111.92000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Grifols SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0171996087 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 91319.20000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -7761.36000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Telecom Italia SpA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0003497168 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 73385.48000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1621.37000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Valeo SE |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0013176526 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 31251.26000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 558.24000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Societe Generale SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000130809 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 140050.47000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -928.53000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | DSM-Firmenich AG |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CH1216478797 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 225759.42000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -337.69000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Air Liquide SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120073 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 86055.38000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 223.22000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Freenet AG |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A0Z2ZZ5 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 64765.20000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -10.39000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Credit Agricole SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000045072 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4265.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -4.06000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Sartorius AG (Preference) |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0007165631 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 267336.70000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1887.80000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Daimler Truck Holding AG |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000DTR0CK8 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 154012.66000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -59.02000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Koninklijke Vopak NV |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0009432491 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 58489.82000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -242.07000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | CNH Industrial NV |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0010545661 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23790.37000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 489.07000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | EXOR NV |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0012059018 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13813.49000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 11.81000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | TeamViewer SE |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A2YN900 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 103089.41000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 120.03000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | ArcelorMittal SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | LU1598757687 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 125127.52000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1075.09000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Vinci SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000125486 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 109359.54000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -426.48000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Koninklijke Philips NV |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000009538 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2972.09000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -35.56000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | ERG SpA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0001157020 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1786.51000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 18.42000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Mapfre SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0124244E34 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 73124.84000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -197.00000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen (Registered) |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0008430026 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 206162.46000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1461.13000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Banca Generali SpA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0001031084 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12982.24000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -13.77000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | HOCHTIEF AG |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0006070006 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 142308.45000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -537.71000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Continental AG |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005439004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 95123.20000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -858.23000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Bayerische Motoren Werke AG |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005190003 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 273950.82000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1071.16000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Ipsen SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010259150 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 99010.13000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 418.56000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Ageas SA/NV |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0974264930 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 141583.53000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 101.86000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Deutsche Post AG |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005552004 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 113791.45000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -58.29000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | BNP Paribas SA |
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). | 10555.75000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -14.00000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | D'ieteren Group |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0974259880 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 90764.13000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 413.31000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Cellnex Telecom SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0105066007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 319826.87000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2999.02000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Intesa Sanpaolo SpA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0000072618 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 156272.44000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -333.65000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Brenntag SE |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000A1DAHH0 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 59464.15000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 252.35000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Vivendi SE |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000127771 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 120762.90000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 286.19000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Elia Group SA/NV |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0003822393 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 99263.75000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -952.70000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Pirelli & C SpA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0005278236 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 120888.81000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1772.07000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Eurofins Scientific SE |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0014000MR3 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 189369.66000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -520.00000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Deutsche Telekom AG (Registered) |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005557508 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 65902.69000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -391.37000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Interpump Group SpA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0001078911 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 74604.67000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2.02000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | ACS Actividades de Construccion y Servicios SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0167050915 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 80701.77000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 145.74000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Italgas SpA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0005211237 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 41815.99000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 161.17000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | La Francaise des Jeux SAEM |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0013451333 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 71378.23000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 120.82000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Forvia SE |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121147 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20749.92000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 81.17000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Talanx AG |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000TLX1005 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23869.40000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -37.52000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Heineken NV |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000009165 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 52323.73000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 28.02000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Azimut Holding SpA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0003261697 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 33694.99000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -90.93000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Worldline SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0011981968 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 148406.22000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1706.89000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Aeroports de Paris SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010340141 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 74868.72000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 422.22000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Bollore SE |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000039299 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 102283.99000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1050.26000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Kering SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000121485 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5757.68000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 8.90000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | KION Group AG |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000KGX8881 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 74091.47000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -762.87000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Iberdrola SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0144580Y14 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2793.88000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 10.97000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Solvay SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0003470755 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 24703.04000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 919.13000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Safran SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000073272 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 126767.19000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -190.39000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Sanofi SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120578 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 87149.91000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 818.71000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Industria de Diseno Textil SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0148396007 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 123222.57000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 838.64000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Banco de Sabadell SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0113860A34 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 285607.82000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 3474.13000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | ING Groep NV |
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). | 4858.23000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -26.24000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Syensqo SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0974464977 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 62851.23000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 840.15000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Neste OYJ |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI0009013296 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 28475.41000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 599.19000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Kesko OYJ, Class B |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI0009000202 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13936.07000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -56.60000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | ASR Nederland NV |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0011872643 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15919.85000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -25.40000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Brunello Cucinelli SpA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0004764699 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 24663.85000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -85.29000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Reply SpA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0005282865 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 58286.54000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 662.98000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | STMicroelectronics NV |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000226223 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 214178.88000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1103.40000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Huhtamaki OYJ |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI0009000459 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 16398.08000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 108.22000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Neoen SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0011675362 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17044.59000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -108.61000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Dr Ing hc F Porsche AG (Preference) |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000PAG9113 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 188573.13000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 710.26000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Henkel AG & Co. KGaA (Preference) |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0006048432 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 30085.33000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 90.03000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Publicis Groupe SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000130577 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 41252.87000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -165.13000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | RWE AG |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0007037129 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 242492.73000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1122.85000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Davide Campari-Milano NV |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0015435975 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 135941.82000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 422.36000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Ubisoft Entertainment SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000054470 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 35941.20000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 282.69000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Prosus NV |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0013654783 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15699.39000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 205.29000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Terna - Rete Elettrica Nazionale |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0003242622 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 22633.63000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -48.00000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | SPIE SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0012757854 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13929.30000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -29.43000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | UCB SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0003739530 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11332.31000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -11.97000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Endesa SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0130670112 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 29520.39000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1167.88000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Legrand SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010307819 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 27491.98000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -76.21000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Amplifon SpA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0004056880 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 53465.91000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 24.80000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Rheinmetall AG |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0007030009 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 28859.39000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -37.58000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Galapagos NV |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BE0003818359 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12692.11000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -64.49000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Amundi SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0004125920 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 44131.57000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 167.15000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Arkema SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0010313833 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 33719.70000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 209.52000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Sampo OYJ, Class A |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI4000552500 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17086.81000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -5.11000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | CTS Eventim AG & Co. KGaA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005470306 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 29671.90000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 472.39000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Bechtle AG |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0005158703 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 36313.47000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -455.24000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Nemetschek SE |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE0006452907 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 28576.78000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -53.08000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Metso OYJ |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI0009014575 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 16466.37000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -266.20000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Acerinox SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ES0132105018 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 112664.66000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -265.90000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Danone SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120644 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 75324.01000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 460.73000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Stora Enso OYJ, Class R |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI0009005961 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 67171.77000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 522.72000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Wolters Kluwer NV |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000395903 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 39835.46000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 202.88000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Pernod Ricard SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000120693 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 57257.87000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 435.88000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | QIAGEN NV |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0012169213 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 22477.25000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -107.39000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Recordati Industria Chimica e Farmaceutica SpA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IT0003828271 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 101806.22000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1070.43000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | ProSiebenSat.1 Media SE |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | DE000PSM7770 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6173.56000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 198.80000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Aalberts NV |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0000852564 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 825.88000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2.85000000 |
| ISO Currency Code. |
United States Dollar
|
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
| Receipts: fixed, floating or other. |
Fixed
Floating
Other
|
| Receipts: Floating rate Index. | ESTR |
| Receipts: Floating rate Spread. | 0.00300000 |
| Receipt: Floating Rate Reset Dates. | Day |
| Receipt: Floating Rate Reset Dates Unit. | 1 |
| Receipts: Floating Rate Tenor. | Day |
| Receipts: Floating Rate Tenor Unit. | 1 |
| Receipts: Base currency. |
United States Dollar
|
| Receipts: Amount. | 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| Payments: fixed, floating or other. |
Fixed
Floating
Other
|
| Payments: fixed or floating | Floating |
| Payments: Floating rate Index. | ESTR |
| Payments: Floating rate Spread. | 0.00300000 |
| Payment: Floating Rate Reset Dates. | Day |
| Payment: Floating Rate Reset Dates Unit. | 1 |
| Payment: Floating Rate Tenor. | Day |
| Payment: Floating Rate Tenor Unit. | 1 |
| Payments: Base currency |
United States Dollar
|
| Payments: Amount | 0.00000000 |
| ii. Termination or maturity date. | 2025-02-25 |
| 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. | 19013869.00000000 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -1845.38000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488234 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 42.49000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000182804514 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 574.52000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 6258.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 42.49000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 574.52000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 6258.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 42.49000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487743 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 1646.77000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.007084890324 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 53999.87000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 559542.00000000 |
| Description of currency purchased. |
Sweden Krona
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 1646.77000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 53999.87000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 559542.00000000 |
| Description of currency purchased. |
Sweden Krona
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 1646.77000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487937 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 121.19000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000521395130 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 14456.18000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 11432.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 121.19000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 14456.18000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 11432.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 121.19000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 486668 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 94.88000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000408201748 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 1932.25000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 20560.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 94.88000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 1932.25000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 20560.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 94.88000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487708 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 1364.58000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.005870825700 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 65118.40000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 88000.00000000 |
| Description of currency purchased. |
Canada Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 1364.58000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 65118.40000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 88000.00000000 |
| Description of currency purchased. |
Canada Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 1364.58000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 486870 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 744.48000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.003202972576 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 30893.87000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 41878.00000000 |
| Description of currency purchased. |
Canada Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 744.48000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 30893.87000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 41878.00000000 |
| Description of currency purchased. |
Canada Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 744.48000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 482295 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 14.72000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000063329782 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 305.72000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 3250.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 14.72000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 305.72000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 3250.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 14.72000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Total Return Basket Swap |
| d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 74200063300 PML SEK |
| Description of other unique identifier. | Inhouse Account Number |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 3183041.61000000 |
| Units |
Principal amount
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
Sweden Krona
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -51454.03000000 |
| Exchange rate. | 10.08605000 |
| Percentage value compared to net assets of the Fund. | -0.22137041561 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
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. | Merrill Lynch International |
| LEI (if any) of counterparty. | 549300J8H1BYG1YAFY05 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name. | N/A |
| Index identifier, if any. | N/A |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Narrative description. | Rec/pay the total return of custom basket plus SIOR +/- spread (-0.50% to 0.30%). SEK Currency. Maturity 25 Months 02/25/25 to 11/25/25 |
For all other indices or custom baskets provide:
| i. Name. | Telefonaktiebolaget LM Ericsson, Class B |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000108656 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17192.97000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -87.89000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Elekta AB, Class B |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000163628 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 57493.71000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 782.75000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Indutrade AB |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0001515552 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 87518.09000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -586.17000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Saab AB, Class B |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000112385 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 45258.01000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 522.87000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Volvo AB, Class B |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 928856301 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 154428.73000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 317.21000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Sinch AB |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0016101844 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2440.31000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2.25000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Lifco AB, Class B |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0015949201 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 88014.97000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 307.25000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Millicom International Cellular SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0001174970 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 54468.91000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -408.07000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Epiroc AB, Class A |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0015658109 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 192029.67000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1907.04000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Skandinaviska Enskilda Banken AB, Class A |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000148884 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8211.42000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -55.72000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | H & M Hennes & Mauritz AB, Class B |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000106270 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 147055.68000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -426.63000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Volvo Car AB, Class B |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0016844831 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 52212.09000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 55.31000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Boliden AB |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0020050417 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 69328.44000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -485.79000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Husqvarna AB, Class B |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0001662230 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10467.41000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -108.83000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Axfood AB |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0006993770 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37569.12000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -711.33000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Nibe Industrier AB, Class B |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0015988019 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 89999.27000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 127.22000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Billerud Aktiebolag |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000862997 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 82193.38000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -239.94000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Evolution AB |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0012673267 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 54195.26000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 69.65000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Swedish Orphan Biovitrum AB |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000872095 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 88708.36000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -81.76000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | EQT AB |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0012853455 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 263345.22000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -2188.16000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Swedbank AB, Class A |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000242455 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 110954.52000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1097.12000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | SSAB AB, Class B |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000120669 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 68671.40000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -352.04000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Essity AB, Class B |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0009922164 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 79501.23000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 271.72000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Tele2 AB, Class B |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0005190238 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 26448.91000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 118.03000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Assa Abloy AB, Class B |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0007100581 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5648.56000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 3.34000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Svenska Cellulosa AB SCA, Class B |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000112724 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 38006.84000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -41.98000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | AddTech AB, Class B |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0014781795 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 32145.77000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 127.60000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Atlas Copco AB, Class A |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0017486889 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 86706.96000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -695.41000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Alfa Laval AB |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000695876 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20417.37000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -58.74000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Embracer Group AB |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0016828511 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 53274.83000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1719.47000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Telia Co. AB |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000667925 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 61081.25000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 179.31000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Holmen AB, Class B |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0011090018 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 61158.93000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 803.08000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Hexagon AB, Class B |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0015961909 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 181370.73000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1311.93000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Trelleborg AB, Class B |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000114837 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 165034.56000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1037.87000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Sandvik AB |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000667891 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 36433.42000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 120.21000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Electrolux AB, Class B |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0016589188 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 50349.58000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -104.02000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Beijer Ref AB |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0015949748 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 94026.63000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1150.27000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Svenska Handelsbanken AB, Class A |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0007100599 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 53435.20000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 29.03000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Skanska AB, Class B |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000113250 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 32865.30000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 15.26000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Hexpol AB |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0007074281 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 22692.69000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 74.38000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Nordea Bank Abp |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FI4000297767 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14860.04000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 77.41000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Securitas AB, Class B |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000163594 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 82667.28000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 16.21000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | SKF AB, Class B |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000108227 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 118319.47000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1270.18000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Getinge AB, Class B |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | SE0000202624 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 84839.12000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -41.19000000 |
| ISO Currency Code. |
United States Dollar
|
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
| Receipts: fixed, floating or other. |
Fixed
Floating
Other
|
| Receipts: Floating rate Index. | SIOR |
| Receipts: Floating rate Spread. | 0.00300000 |
| Receipt: Floating Rate Reset Dates. | Month |
| Receipt: Floating Rate Reset Dates Unit. | 1 |
| Receipts: Floating Rate Tenor. | Month |
| Receipts: Floating Rate Tenor Unit. | 1 |
| Receipts: Base currency. |
United States Dollar
|
| Receipts: Amount. | 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| Payments: fixed, floating or other. |
Fixed
Floating
Other
|
| Payments: fixed or floating | Floating |
| Payments: Floating rate Index. | SIOR |
| Payments: Floating rate Spread. | 0.00300000 |
| Payment: Floating Rate Reset Dates. | Month |
| Payment: Floating Rate Reset Dates Unit. | 1 |
| Payment: Floating Rate Tenor. | Month |
| Payment: Floating Rate Tenor Unit. | 1 |
| Payments: Base currency |
United States Dollar
|
| Payments: Amount | 0.00000000 |
| ii. Termination or maturity date. | 2025-02-25 |
| 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. | 3183042.00000000 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -5576.50000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487141 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 1129.38000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.004858925918 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 32173.10000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 27786.00000000 |
| Description of currency purchased. |
Switzerland Franc
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 1129.38000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 32173.10000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 27786.00000000 |
| Description of currency purchased. |
Switzerland Franc
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 1129.38000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488136 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 180.59000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000776951452 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 10959.76000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 14650.00000000 |
| Description of currency purchased. |
Singapore Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 180.59000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 10959.76000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 14650.00000000 |
| Description of currency purchased. |
Singapore Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 180.59000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488025 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 22.57000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000097102797 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 291.36000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 3184.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 22.57000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 291.36000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 3184.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 22.57000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 486707 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 20.77000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000089358666 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 1033.23000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 1667.00000000 |
| Description of currency purchased. |
New Zealand Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 20.77000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 1033.23000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 1667.00000000 |
| Description of currency purchased. |
New Zealand Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 20.77000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment. | U.S. Treasury Bills |
| d. CUSIP (if any). | 912796Y45 |
At least one of the following other identifiers:
| Identifier. | ISIN |
| ISIN | US912796Y452 |
| 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 | AQR16457184 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 969000.00000000 |
| Units |
Principal amount
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 944972.30000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 4.065549594415 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle)
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. | 2024-06-27 |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | None |
| ii. Annualized rate. | 0.00000000 |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
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. 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 486793 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 91.90000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000395380909 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 26690.34000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 24185.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 91.90000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 26690.34000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 24185.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 91.90000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487764 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 141.78000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000609979384 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 10998.57000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 14650.00000000 |
| Description of currency purchased. |
Singapore Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 141.78000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 10998.57000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 14650.00000000 |
| Description of currency purchased. |
Singapore Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 141.78000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 486787 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 816.82000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.003514200595 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 33532.22000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 45466.00000000 |
| Description of currency purchased. |
Canada Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 816.82000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 33532.22000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 45466.00000000 |
| Description of currency purchased. |
Canada Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 816.82000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487304 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 2443.66000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.010513346181 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 84132.23000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 126750.00000000 |
| Description of currency purchased. |
Australia Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 2443.66000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 84132.23000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 126750.00000000 |
| Description of currency purchased. |
Australia Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 2443.66000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487836 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 623.93000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.002684330914 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 35279.89000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 32422.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 623.93000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 35279.89000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 32422.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 623.93000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487878 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 106.21000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000456946751 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 4426.72000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 6000.00000000 |
| Description of currency purchased. |
Canada Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 106.21000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 4426.72000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 6000.00000000 |
| Description of currency purchased. |
Canada Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 106.21000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487839 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 134.26000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000577626125 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 14384.45000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 11386.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 134.26000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 14384.45000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 11386.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 134.26000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487934 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 121.12000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000521093969 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 14456.25000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 11432.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 121.12000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 14456.25000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 11432.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 121.12000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488004 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 1189.96000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.005119558949 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 32112.52000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 27786.00000000 |
| Description of currency purchased. |
Switzerland Franc
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 1189.96000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 32112.52000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 27786.00000000 |
| Description of currency purchased. |
Switzerland Franc
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 1189.96000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487337 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 102.32000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000440210823 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 11038.03000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 14650.00000000 |
| Description of currency purchased. |
Singapore Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 102.32000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 11038.03000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 14650.00000000 |
| Description of currency purchased. |
Singapore Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 102.32000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 482360 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 144.80000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000622972314 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 14436.39000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 11435.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 144.80000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 14436.39000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 11435.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 144.80000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 486985 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 13.03000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000056058903 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 240.36000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 2570.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 13.03000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 240.36000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 2570.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 13.03000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487108 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 313.68000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.001349543893 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 26449.74000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 24168.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 313.68000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 26449.74000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 24168.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 313.68000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488347 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 300.40000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.001292409415 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 20970.16000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 16681.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 300.40000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 20970.16000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 16681.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 300.40000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488013 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 112.00000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000481857039 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 5055.91000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 18667.00000000 |
| Description of currency purchased. |
Israel Shekel
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 112.00000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 5055.91000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 18667.00000000 |
| Description of currency purchased. |
Israel Shekel
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 112.00000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment. | U.S. Treasury Bills |
| d. CUSIP (if any). | 912796ZW2 |
At least one of the following other identifiers:
| Identifier. | ISIN |
| ISIN | US912796ZW23 |
| 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 | AQR16442557 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 514000.00000000 |
| Units |
Principal amount
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 501744.96000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 2.158654828959 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle)
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. | 2024-06-20 |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | None |
| ii. Annualized rate. | 0.00000000 |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
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. 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 486796 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 91.77000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000394821611 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 26691.58000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 24186.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 91.77000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 26691.58000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 24186.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 91.77000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 482395 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 13.48000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000057994936 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 265.15000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 2826.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 13.48000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 265.15000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 2826.00000000 |
| Description of currency purchased. |
Norway Krone
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 13.48000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487310 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 2444.08000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.010515153145 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 84131.81000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 126750.00000000 |
| Description of currency purchased. |
Australia Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 2444.08000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 84131.81000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 126750.00000000 |
| Description of currency purchased. |
Australia Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 2444.08000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 482307 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 1359.05000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.005847034009 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 31942.24000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 27785.00000000 |
| Description of currency purchased. |
Switzerland Franc
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 1359.05000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 31942.24000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 27785.00000000 |
| Description of currency purchased. |
Switzerland Franc
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 1359.05000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487714 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 1366.82000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.005880462841 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 65116.16000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 88000.00000000 |
| Description of currency purchased. |
Canada Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 1366.82000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 65116.16000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 88000.00000000 |
| Description of currency purchased. |
Canada Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 1366.82000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Total Return Basket Swap |
| d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 74200063300 PML AUD |
| Description of other unique identifier. | Inhouse Account Number |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 3256213.07999999 |
| Units |
Principal amount
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
Australia Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 52868.34000000 |
| Exchange rate. | 1.46745909 |
| Percentage value compared to net assets of the Fund. | 0.227455194447 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-equity
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
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. | Merrill Lynch International |
| LEI (if any) of counterparty. | 549300J8H1BYG1YAFY05 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website
and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom
basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the
Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional
amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional
amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index
or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN
are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%,
but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i)
50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or
custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name. | N/A |
| Index identifier, if any. | N/A |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Narrative description. | Rec/pay the total return of custom basket plus BBR +/- spread (-1.37% to 0.35%). AUD Currency. Maturity 24 Months 01/28/25 to 12/29/25 |
For all other indices or custom baskets provide:
| i. Name. | Aurizon Holdings Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000AZJ1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 64008.86000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 322.78000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | CSL Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000CSL8 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4678.79000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -4.67000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Atlas Arteria Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU0000013559 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 32386.73000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 3.35000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Coles Group Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU0000030678 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 75016.99000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 605.57000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Sonic Healthcare Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000SHL7 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 72915.91000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 557.27000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Domino's Pizza Enterprises Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000DMP0 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 112200.69000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -949.92000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Telstra Group Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000TLS2 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 68370.42000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 439.43000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Computershare Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000CPU5 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20236.28000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 274.13000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Northern Star Resources Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000NST8 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 79411.31000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -708.25000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | ALS Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000ALQ6 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7234.94000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -75.14000000 |
| 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). | 78605.32000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 54.96000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Qube Holdings Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000QUB5 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 24401.72000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 185.77000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Incitec Pivot Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000IPL1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 44621.35000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 663.46000000 |
| ISO Currency Code. |
United States Dollar
|
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). | 84855.01000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 585.70000000 |
| 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). | 16503.96000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 14.49000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Commonwealth Bank of Australia |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000CBA7 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 75149.99000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -440.35000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Harvey Norman Holdings Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000HVN7 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 45923.87000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 562.47000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Ramsay Health Care Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000RHC8 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1004.42000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -7.79000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Lendlease Corp. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000LLC3 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 33311.54000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 341.83000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | BlueScope Steel Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000BSL0 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 102079.64000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 65.12000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Fortescue 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). | 37541.82000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 498.74000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Orica Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000ORI1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 43611.46000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 452.43000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | National Australia Bank Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000NAB4 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4807.21000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 25.27000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Cochlear Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000COH5 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 96026.44000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -404.38000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | IDP Education Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000IEL5 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 24758.69000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 163.47000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Cleanaway Waste Management Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000CWY3 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 105823.67000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -403.14000000 |
| 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). | 153055.46000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 721.12000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Origin Energy Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000ORG5 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8119.37000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -94.21000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Mineral Resources Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000MIN4 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 113606.19000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -504.46000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Wesfarmers Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000WES1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 25200.03000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -294.94000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Treasury Wine Estates Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000TWE9 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23374.78000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -101.39000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | New Hope Corp. Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000NHC7 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6313.33000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 31.55000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | AGL Energy Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000AGL7 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 79341.92000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -651.48000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Alumina Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000AWC3 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 48685.84000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 528.51000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | QBE Insurance Group Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000QBE9 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 152596.84000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 2607.55000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Worley Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000WOR2 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 58525.91000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -196.40000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | CAR Group Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000CAR3 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8412.94000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -56.09000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Ampol Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU0000088338 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 79529.88000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 188.54000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Endeavour Group Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU0000154833 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12429.57000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -98.73000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Allkem Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU0000193666 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 32298.44000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 446.34000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Reece Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000REH4 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 67601.43000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -794.90000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Aristocrat Leisure Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000ALL7 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 106410.92000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 347.24000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Pro Medicus Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000PME8 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 49527.75000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -76.30000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Santos Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000STO6 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 16378.44000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 42.80000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Transurban Group |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000TCL6 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 86949.48000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -1090.00000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Brambles Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000BXB1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 159916.12000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1896.57000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Evolution Mining Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000EVN4 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2375.58000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1.21000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Tabcorp Holdings Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000TAH8 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3566.89000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 45.30000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | ANZ Group Holdings Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000ANZ3 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 67880.56000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 280.42000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Woolworths Group Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000WOW2 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6063.42000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -58.53000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Xero Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NZXROE0001S2 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 75983.38000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 225.54000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | REA Group Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000REA9 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 51666.63000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -420.14000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | APA Group |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000APA1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8566.37000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 102.71000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Liontown Resources Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000LTR4 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 32567.15000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -624.76000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Medibank Pvt Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000MPL3 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19138.11000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -175.41000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | SEEK Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000SEK6 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 26634.58000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 316.76000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Lynas Rare Earths Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000LYC6 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 82239.12000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -723.53000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | JB Hi-Fi Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000JBH7 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 132919.08000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 1986.15000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | James Hardie Industries plc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000JHX1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 46884.00000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 570.88000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | NEXTDC Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000NXT8 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6285.04000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -102.90000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | IGO Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000IGO4 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5053.76000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -36.39000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Pilbara Minerals Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000PLS0 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15873.90000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | 35.63000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Macquarie Group Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000MQG1 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20404.64000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -113.21000000 |
| ISO Currency Code. |
United States Dollar
|
For all other indices or custom baskets provide:
| i. Name. | Insurance Australia Group Ltd. |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | AU000000IAG3 |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8349.20000000 |
| ISO Currency Code. |
United States Dollar
|
| iv. Value. | -76.86000000 |
| ISO Currency Code. |
United States Dollar
|
| Custom swap Flag |
Yes
No
|
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
| Receipts: fixed, floating or other. |
Fixed
Floating
Other
|
| Receipts: Floating rate Index. | BBR |
| Receipts: Floating rate Spread. | 0.00350000 |
| Receipt: Floating Rate Reset Dates. | Month |
| Receipt: Floating Rate Reset Dates Unit. | 1 |
| Receipts: Floating Rate Tenor. | Month |
| Receipts: Floating Rate Tenor Unit. | 1 |
| Receipts: Base currency. |
United States Dollar
|
| Receipts: Amount. | 0.00000000 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| Payments: fixed, floating or other. |
Fixed
Floating
Other
|
| Payments: fixed or floating | Floating |
| Payments: Floating rate Index. | BBR |
| Payments: Floating rate Spread. | 0.00350000 |
| Payment: Floating Rate Reset Dates. | Month |
| Payment: Floating Rate Reset Dates Unit. | 1 |
| Payment: Floating Rate Tenor. | Month |
| Payment: Floating Rate Tenor Unit. | 1 |
| Payments: Base currency |
United States Dollar
|
| Payments: Amount | 0.00000000 |
| ii. Termination or maturity date. | 2025-01-28 |
| 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. | 3256213.00000000 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 6906.81000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 486852 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 796.54000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.003426950053 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 32614.18000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 44224.00000000 |
| Description of currency purchased. |
Canada Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 796.54000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 32614.18000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 44224.00000000 |
| Description of currency purchased. |
Canada Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 796.54000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 486881 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 18475.58000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.079487395318 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 518779.58000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 74827500.00000000 |
| Description of currency purchased. |
Japan Yen
|
| iii. Settlement date. | 2024-03-21 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 18475.58000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 518779.58000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 74827500.00000000 |
| Description of currency purchased. |
Japan Yen
|
| iii. Settlement date. | 2024-03-21 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 18475.58000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487818 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 526.00000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.002263007166 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 29927.24000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 27500.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 526.00000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 29927.24000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 27500.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 526.00000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 486997 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 101.08000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000434875977 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 14708.36000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 11614.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 101.08000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 14708.36000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 11614.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 101.08000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488219 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 282.04000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.001213419279 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 21014.02000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 16701.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 282.04000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 21014.02000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 16701.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 282.04000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487910 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 629.86000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.002709843524 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 35008.19000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 32182.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 629.86000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 35008.19000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 32182.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 629.86000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487794 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 128.99000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000554953031 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 5038.92000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 18667.00000000 |
| Description of currency purchased. |
Israel Shekel
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 128.99000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 5038.92000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 18667.00000000 |
| Description of currency purchased. |
Israel Shekel
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 128.99000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487093 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 120.59000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000518813753 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 11019.76000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 14650.00000000 |
| Description of currency purchased. |
Singapore Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 120.59000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 11019.76000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 14650.00000000 |
| Description of currency purchased. |
Singapore Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 120.59000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487367 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 133.29000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000573452899 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 4387.52000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 45458.00000000 |
| Description of currency purchased. |
Sweden Krona
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 133.29000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 4387.52000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 45458.00000000 |
| Description of currency purchased. |
Sweden Krona
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 133.29000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 486755 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 106.96000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000460173472 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 26722.90000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 24228.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 106.96000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 26722.90000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 24228.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 106.96000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment. | U.S. Treasury Bills |
| d. CUSIP (if any). | 912797HS9 |
At least one of the following other identifiers:
| Identifier. | ISIN |
| ISIN | US912797HS95 |
| 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 | AQR16388859 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1649000.00000000 |
| Units |
Principal amount
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 1614545.55000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 6.946251235054 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle)
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. | 2024-05-30 |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | None |
| ii. Annualized rate. | 0.00000000 |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
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. 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | United States of America |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 254900HROIFWPRGM1V77 |
| c. Title of the issue or description of the investment. | U.S. Treasury Bills |
| d. CUSIP (if any). | 912796CX5 |
At least one of the following other identifiers:
| Identifier. | ISIN |
| ISIN | US912796CX52 |
| 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 | AQR15604359 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1693000.00000000 |
| Units |
Principal amount
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
United States Dollar
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 1666872.74000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 7.171378242567 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle)
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
U.S. Treasury
|
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. |
UNITED STATES OF AMERICA
|
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. | 2024-04-18 |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | None |
| ii. Annualized rate. | 0.00000000 |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
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. 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487875 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 106.23000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000457032797 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 4426.70000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 6000.00000000 |
| Description of currency purchased. |
Canada Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 106.23000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 4426.70000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 6000.00000000 |
| Description of currency purchased. |
Canada Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 106.23000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 482271 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 174.20000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000749459787 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 16536.33000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 21975.00000000 |
| Description of currency purchased. |
Singapore Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 174.20000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 16536.33000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 21975.00000000 |
| Description of currency purchased. |
Singapore Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 174.20000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487186 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 96.40000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000414741237 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 14542.17000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 11480.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 96.40000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 14542.17000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 11480.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 96.40000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 486946 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 109.42000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000470757118 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 5058.21000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 18666.00000000 |
| Description of currency purchased. |
Israel Shekel
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 109.42000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 5058.21000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 18666.00000000 |
| Description of currency purchased. |
Israel Shekel
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 109.42000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488377 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 771.66000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.003319908953 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 34746.79000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 32074.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 771.66000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 34746.79000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 32074.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 771.66000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488079 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 769.27000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.003309626468 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 34939.65000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 32246.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 769.27000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 34939.65000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 32246.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 769.27000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 488362 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 795.38000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.003421959391 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 35143.88000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 32454.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 795.38000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 35143.88000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 32454.00000000 |
| Description of currency purchased. |
Euro Member Countries
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 795.38000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 482363 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 144.75000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000622757200 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | Citibank |
| LEI (if any) of counterparty. | MBNUM2BPBDO7JBLYG310 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 14437.72000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 11436.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 144.75000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 14437.72000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 11436.00000000 |
| Description of currency purchased. |
United Kingdom Pound
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 144.75000000 |
| 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
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | N/A |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Forward Foreign Currency Contract |
| d. CUSIP (if any). | N/A |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 487720 |
| Description of other unique identifier. | Inhouse Asset ID |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1.00000000 |
| Units |
Number of contracts
|
| Description of other units. | |
| Currency. Indicate the currency in which the investment is denominated. |
N/A
|
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 1361.00000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.005855423484 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |
Long
Short
N/A
|
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. |
Derivative-foreign exchange
|
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | N/A |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? |
Yes
No
|
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
| Category. |
N/A
|
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). |
1
2
3
N/A
|
Item C.9. For debt securities
For debt securities, also provide:
| a. Maturity date. |
b. Coupon.
| i. Select the category that most closely reflects the coupon type among the following (fixed, floating, variable, none). | |
| ii. Annualized rate. | |
| c. Currently in default? [Y/N] |
Yes
No
|
| d. Are there any interest payments in arrears or have any coupon payments been legally deferred by the issuer? [Y/N] |
Yes
No
|
| e. Is any portion of the interest paid in kind? [Y/N] Enter "N" if the interest may be paid in kind but is not actually paid in kind or if the Fund has the option of electing in-kind payment and has elected to be paid in-kind. |
Yes
No
|
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] |
Yes
No
|
| ii. Contingent convertible? [Y/N] |
Yes
No
|
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in
which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker
(if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. |
Repurchase
Reverse repurchase
|
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. |
Yes
No
|
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? |
Yes
No
|
| d. Repurchase rate. | |
| e. Maturity date. |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). |
Forward
|
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 | |
| Name of counterparty. | JP Morgan Chase Bank |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 65121.98000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 88000.00000000 |
| Description of currency purchased. |
Canada Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 1361.00000000 |
| i. Amount and description of currency sold. |
| Amount of currency sold. | 65121.98000000 |
| Description of currency sold. |
United States Dollar
|
| ii. Amount and description of currency purchased. |
| Amount of currency purchased. | 88000.00000000 |
| Description of currency purchased. |
Canada Dollar
|
| iii. Settlement date. | 2024-03-20 |
| iv. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 1361.00000000 |
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? |
Yes
No
|
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? |
Yes
No
|
| c. Is any portion of this investment on loan by the Fund? |
Yes
No
|
NPORT-P: Part E: Explanatory Notes (if any)
| The Fund may provide any information it believes would be helpful in understanding the information reported in response to any Item of this Form. The Fund may also explain any assumptions that it made in responding to any Item of this Form. To the extent responses relate to a particular Item, provide the Item number(s), as applicable. |
NPORT-P: Signatures
The Registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized.
| Registrant: | AQR Funds |
| By (Signature): | Matthew Plastina |
| Name: | Matthew Plastina |
| Title: | Chief Financial Officer and Treasurer |
| Date: | 2024-01-30 |