NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | JPMorgan Chase Bank, National Association |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 7H6GLXDRUGQFU57RNE97 |
| c. Title of the issue or description of the investment. | TRZ.CNMM.CAD.BA.1M.CDOR |
| 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 | 7931184 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 75617.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| 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. | -44385.01000000 |
| Exchange rate. | 1.29675000 |
| Percentage value compared to net assets of the Fund. | -0.00454159532 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. |  Long Short  N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CANADA (FEDERAL LEVEL) |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | JPMorgan Chase Bank, National Association |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | Transat AT Inc |
| Title of issue. | Transat AT Inc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CA89351T4019 |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
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. | Canada Bankers Acceptances 1 Month |
| Payments: Floating rate Spread. | 0.4 |
| 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 | Canada Dollar |
| Payments: Amount | 0 |
| ii. Termination or maturity date. | 2020-08-14 |
| iii. Upfront payments or receipts |
| Upfront payments. | 1262891.25 |
| ISO Currency Code. | Canada Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | Canada Dollar |
| iv. Notional amount. | 75617 |
| ISO Currency Code. | CAD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -53034.61 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Tybourne Equity (Offshore) Fund - Series A Eligibl |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 549300GM65RR2EMGLI48 |
| c. Title of the issue or description of the investment. | Tybourne Equity (Offshore) Fund - Series A Eligibl |
| 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 | 6398838 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 281.25000000 |
| 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. | 266487.05000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.027267682035 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Goldman Sachs & Co. LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | FOR8UP27PHTHYVLBNG30 |
| c. Title of the issue or description of the investment. | BOLD.USMM.USD.LIBOR.1M.T3750 |
| 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 | IGLS_8295119 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 6140.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 6820.93000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000697936167 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Goldman Sachs & Co. LLC |
| LEI (if any) of counterparty. | FOR8UP27PHTHYVLBNG30 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | Audentes Therapeutics Inc |
| Title of issue. | Audentes Therapeutics Inc |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 05070R104 |
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US05070R1041 |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
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. | ICE Libor USD 1 Month |
| Payments: Floating rate Spread. | 0.35 |
| 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 |
| ii. Termination or maturity date. | 2021-01-05 |
| iii. Upfront payments or receipts |
| Upfront payments. | 360596.67 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 6140 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 6286.1 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | PFM Healthcare Offshore Fund Ltd. |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 93JXZV6YTQRNEJSIDC04 |
| c. Title of the issue or description of the investment. | PFM Healthcare Offshore Fund Ltd. |
| 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 | 7599070 |
| Description of other unique identifier. | Sedol |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 90.86331000 |
| 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. | 465873.29000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.047669426114 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.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. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Morgan Stanley Capital Services LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | I7331LVCZKQKX5T7XV54 |
| c. Title of the issue or description of the investment. | GSISXT10 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 | 7019513 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 110202.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -153181.66000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | -0.01567396538 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley Capital Services LLC |
| LEI (if any) of counterparty. | I7331LVCZKQKX5T7XV54 |
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. | GSISXT10 |
| Index identifier, if any. | GSISXT10 |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
For all other indices or custom baskets provide:
| i. Name. | GOLD 100 OZ FUTR Feb20_GCG0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GCG0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 387.28000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 589866.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | HANG SENG IDX FUT Jan20_HIF0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HIF0 Index_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 65.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 236911.95000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | [USD/AUD 1m 31Jan2020]_[USD/AUD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | [USD/AUD 1_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -516170.06000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -516170.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GBP CASH_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3.95000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | 90DAY STERLING FU Mar21_L |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | L H1 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 41105.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5407358.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | LONG GILT FUTURE Mar20_G |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | G H0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7401.73000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1288240.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | US 10YR NOTE (CBT)Mar20_TYH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TYH0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12158.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1561477.01000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | BRENT CRUDE FUTR Mar20_COH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | COH0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4165.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 274934.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | 90DAY STERLING FU Jun21_L |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | L M1 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 36780.58000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4837428.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | LEAN HOGS FUTURE Feb20_LHG0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LHG0 Comdt_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2730.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -195017.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | LME NICKEL FUTURE Feb20_LNG0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LNG0 Comdt_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -14.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -208082.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | [USD/TWD 1m 31Jan2020]_[USD/TWD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | [USD/TWD 1_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1789812.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1789812.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | [USD/ILS 1m 31Jan2020]_[USD/ILS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | [USD/ILS 1_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1145783.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1145783.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | [USD/IDR 1m 31Jan2020]_[USD/IDR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | [USD/IDR 1_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1447082.05000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1447082.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NY Harb ULSD Fut Feb20_HOG0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HOG0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1518.73000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 307209.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SUGAR #11 (WORLD) Mar20_SBH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SBH0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 32601.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 437506.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD CASH_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10.40000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 10.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | S&P/TSX 60 IX FUT Mar20_PTH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PTH0 Index_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 604.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 471996.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | TOPIX INDX FUTR Mar20_TPH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TPH0 Index_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 26731.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 423327.73000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | KC HRW WHEAT FUT Mar20_KWH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KWH0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 611.99000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 297427.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | [USD/CLP 1m 31Dec2019]_[USD/CLP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | [USD/CLP 1_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -286851.56000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -286851.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SWISS MKT IX FUTR Mar20_SMH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SMH0 Index_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 41.41000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 449932.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | HSCEI Futures Jan20_HCF0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HCF0 Index_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 226.32000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 325638.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | S&P500 EMINI FUT Mar20_ESH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ESH0 Index_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 146.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 473758.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | [USD/INR 1m 31Jan2020]_[USD/INR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | [USD/INR 1_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1256676.51000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1256676.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JPY CASH_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 407.90000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 3.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | 3MO EURO EURIBOR Jun20_ERM0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ERM0 Comdt_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -53379.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6014950.12000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | WTI CRUDE FUTURE Feb20_CLG0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CLG0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3972.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 242588.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | LME PRI ALUM FUTR Feb20_LAG20 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LAG20 Comd_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -53.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -97037.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | 90DAY EURO$ FUTR Jun21_EDM1 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EDM1 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 59174.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5825091.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | [USD/PHP 1m 31Dec2019]_[USD/PHP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | [USD/PHP 1_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1064949.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1064949.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | [USD/MXN 1m 31Jan2020]_[USD/MXN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | [USD/MXN 1_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 716114.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 716114.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | 3MO EURO EURIBOR Jun21_ERM1 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ERM1 Comdt_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -9651.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1086916.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | COTTON NO.2 FUTR Mar20_CTH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CTH0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2348.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 162169.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CATTLE FEEDER FUT Mar20_FCH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FCH0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3165.60000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 456559.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | JPN 10Y BOND(OSE) Mar20_JBH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JBH0 Comdt_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1675385.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2346079.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | IBEX 35 INDX FUTR Jan20_IBF0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IBF0 Index_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 34.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 370632.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SET50 FUTURES Mar20_BCH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BCH0 Index_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -11648.40000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -414895.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SPI 200 FUTURES Jan20_XPF0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | XPF0 Index_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 80.60000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 377732.80000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | [USD/RUB 1m 31Dec2019]_[USD/RUB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | [USD/RUB 1_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 717128.90000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 717128.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | DAX INDEX FUTURE Mar20_GXH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GXH0 Index_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 26.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 393616.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | [USD/NOK 1m 31Jan2020]_[USD/NOK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | [USD/NOK 1_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -559184.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -559184.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Low Su Gasoil G Feb20_QSG0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | QSG0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 472.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 289928.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | [USD/ZAR 1m 31Jan2020]_[USD/ZAR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | [USD/ZAR 1_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 381927.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 381927.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | [USD/GBP 1m 31Jan2020]_[USD/GBP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | [USD/GBP 1_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 430141.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 430141.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | COFFEE 'C' FUTURE Mar20_KCH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KCH0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1483.48000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 192406.77000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CHF CASH_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 10.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CORN FUTURE Mar20_C |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | C H0 Comdt_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -883.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -342630.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | LIVE CATTLE FUTR Feb20_LCG0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LCG0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4781.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 602069.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | [USD/CZK 1m 31Jan2020]_[USD/CZK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | [USD/CZK 1_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -143222.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -143222.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | [USD/CNH 1m 31Jan2020]_[USD/CNH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | [USD/CNH 1_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -685459.91000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -685459.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | FTSE 100 IDX FUT Mar20_Z |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | Z H0 Index_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 371461.41000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SOYBEAN FUTURE Mar20_S |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | S H0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 617.45000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 589976.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | 90DAY STERLING FU Sep20_L |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | L U0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 36789.76000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4839609.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | [USD/TRY 1m 31Jan2020]_[USD/TRY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | [USD/TRY 1_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 525150.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 525150.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | COCOA FUTURE Mar20_CCH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CCH0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 92.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 235865.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | FTSE/MIB IDX FUT Mar20_STH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | STH0 Index_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12.92000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 339445.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | [USD/PLN 1m 31Jan2020]_[USD/PLN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | [USD/PLN 1_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 47740.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 47740.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CAC40 10 EURO FUT Jan20_CFF0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CFF0 Index_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 55.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 372060.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | 3MO EURO EURIBOR Mar21_ERH1 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ERH1 Comdt_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -53393.85000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6014434.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | [USD/SGD 1m 31Jan2020]_[USD/SGD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | [USD/SGD 1_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1751730.91000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1751730.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | [USD/BRL 1m 31Jan2020]_[USD/BRL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | [USD/BRL 1_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -429668.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -429668.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | 90DAY STERLING FU Jun20_L |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | L M0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 16231.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 2134777.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | OMXS30 IND FUTURE Jan20_QCF0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | QCF0 Index_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1853.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 350053.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | US LONG BOND(CBT) Mar20_USH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USH0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4991.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 778275.62000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | [USD/CAD 1m 31Jan2020]_[USD/CAD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | [USD/CAD 1_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 172056.68000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 172056.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | [USD/KRW 1m 31Jan2020]_[USD/KRW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | [USD/KRW 1_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -304648.85000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -304648.85000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | 90DAY EURO$ FUTR Sep20_EDU0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EDU0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 59192.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5822459.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EUR CASH_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 3.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | 90DAY EURO$ FUTR Mar21_EDH1 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EDH1 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 59172.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5824915.87000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NASDAQ 100 E-MINI Mar20_NQH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NQH0 Index_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 43.91000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 384341.22000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | [USD/HUF 1m 31Jan2020]_[USD/HUF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | [USD/HUF 1_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -668373.68000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -668373.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | [USD/EUR 1m 31Jan2020]_[USD/EUR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | [USD/EUR 1_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1247410.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1247410.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | [USD/JPY 1m 31Jan2020]_[USD/JPY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | [USD/JPY 1_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1118368.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1118368.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | 90DAY EURO$ FUTR Jun20_EDM0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EDM0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 59185.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5818562.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | FTSE/JSE TOP 40 Mar20_AIH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AIH0 Index_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 58.80000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 215972.45000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | GASOLINE RBOB FUT Feb20_XBG0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | XBG0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1516.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 256309.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | EURO-BOBL FUTURE Mar20_OEH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OEH0 Comdt_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -19114.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2867107.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | US 5YR NOTE (CBT) Mar20_FVH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FVH0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17965.31000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 2130854.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | [USD/NZD 1m 31Jan2020]_[USD/NZD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | [USD/NZD 1_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 430141.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 430141.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | LME LEAD FUTURE Feb20_LLG0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LLG0 Comdt_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -168.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -324084.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NATURAL GAS FUTR Feb20_NGG20 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NGG20 Comd_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -74733.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -163591.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | EURO STOXX 50 Mar20_VGH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VGH0 Index_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 93.48000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 391286.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | US 2YR NOTE (CBT) Mar20_TUH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TUH0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3298.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 355444.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AMSTERDAM IDX FUT Jan20_EOF0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EOF0 Index_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 576.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 391370.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SILVER FUTURE Mar20_SIH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SIH0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 18150.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 325283.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | [USD/CHF 1m 31Jan2020]_[USD/CHF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | [USD/CHF 1_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -688226.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -688226.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | EURO-SCHATZ FUT Mar20_DUH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DUH0 Comdt_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -63453.62000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7970619.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | E-Mini Russ 2000 Mar20_RTYH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RTYH0 Inde_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 230.84000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 385633.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | 3MO EURO EURIBOR Sep20_ERU0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ERU0 Comdt_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -53385.21000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6014959.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | WHEAT FUTURE(CBT) Mar20_W |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | W H0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 617.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 344769.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | LME ZINC FUTURE Feb20_LXG0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LXG0 Comdt_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -141.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -321999.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | MSCI EmgMkt Mar20_MESH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MESH0 Inde_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 360.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 403437.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | EURO-BUND FUTURE Mar20_RXH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RXH0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5231.73000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1001221.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | KOSPI2 INX FUT Mar20_KMH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KMH0 Index_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1410973.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 360170.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | LME COPPER FUTURE Feb20_LPG20 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LPG20 Comd_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 86.74000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 535058.36000000 |
| 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.
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. | ICE Libor USD 1 Month |
| Payments: Floating rate Spread. | 0.3 |
| 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 |
| ii. Termination or maturity date. | 2021-01-05 |
| iii. Upfront payments or receipts |
| Upfront payments. | 11954712.96 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 110202 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -153181.66 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Goldman Sachs & Co. LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | FOR8UP27PHTHYVLBNG30 |
| c. Title of the issue or description of the investment. | WILLIAM LYON HOMES-CL A CFD |
| 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 | IGLS_3743676 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 39712.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -2728.71000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | -0.00027920905 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Goldman Sachs & Co. LLC |
| LEI (if any) of counterparty. | FOR8UP27PHTHYVLBNG30 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | William Lyon Homes |
| Title of issue. | William Lyon Homes |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 552074700 |
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US5520747008 |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
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. | ICE Libor USD 1 Month |
| Payments: Floating rate Spread. | 0.35 |
| 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 |
| ii. Termination or maturity date. | 2021-01-05 |
| iii. Upfront payments or receipts |
| Upfront payments. | 796174.47 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 39712 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -5196.07 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | The Tudor BVI Global Fund Ltd. - Sub-Class A ALT I |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | The Tudor BVI Global Fund Ltd. - Sub-Class A ALT I |
| 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 | 7912448 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 5000.00000000 |
| 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. | 5255100.00000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.537716169935 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.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. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Luxor Capital Partners Offshore Liquidating SPV L |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Luxor Capital Partners Offshore Liquidating SPV L |
| 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 | 5847192 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 419.60480000 |
| 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. | 506326.15000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.051808673120 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Morgan Stanley Capital Services LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | I7331LVCZKQKX5T7XV54 |
| c. Title of the issue or description of the investment. | ABBV.UNMM.USD.LIBOR.1M.T3750 |
| 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 | 7785319 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | -9669.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -97366.83000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | -0.00996283969 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley Capital Services LLC |
| LEI (if any) of counterparty. | I7331LVCZKQKX5T7XV54 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | AbbVie Inc |
| Title of issue. | AbbVie Inc |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 00287Y109 |
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US00287Y1091 |
| 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. | ICE Libor USD 1 Month |
| Receipts: Floating rate Spread. | -2.4 |
| 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 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| ii. Termination or maturity date. | 2020-12-11 |
| iii. Upfront payments or receipts |
| Upfront payments. | 0 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | -758726.43 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | -9669 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -98114.58 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Autonomy Global Macro Fund Limited - General Series |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Autonomy Global Macro Fund Limited - General Series |
| 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 | 7328521 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 123678.72000000 |
| 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. | 32045997.37000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 3.279033884715 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.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. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Goldman Sachs & Co. |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | FOR8UP27PHTHYVLBNG30 |
| c. Title of the issue or description of the investment. | JMABRCGA 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 | 7017868 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 9176.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -23101.50000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | -0.00236380850 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Goldman Sachs & Co. |
| LEI (if any) of counterparty. | FOR8UP27PHTHYVLBNG30 |
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. | JMABRCGA |
| Index identifier, if any. | JMABRCGA Index |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
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. | Canada Bankers Acceptances 1 Month |
| Payments: Floating rate Spread. | 0.35 |
| 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 | Canada Dollar |
| Payments: Amount | 0 |
| ii. Termination or maturity date. | 2021-01-05 |
| iii. Upfront payments or receipts |
| Upfront payments. | 2264503.75 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 9176 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -25490.09 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Goldman Sachs & Co. LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | FOR8UP27PHTHYVLBNG30 |
| c. Title of the issue or description of the investment. | WCG.USMM.USD.LIBOR.1M.T3750 |
| 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 | 7520622 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 7045.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 217197.35000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.022224225449 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Goldman Sachs & Co. LLC |
| LEI (if any) of counterparty. | FOR8UP27PHTHYVLBNG30 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | WellCare Health Plans Inc |
| Title of issue. | WellCare Health Plans Inc |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 94946T106 |
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US94946T1060 |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
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. | ICE Libor USD 1 Month |
| Payments: Floating rate Spread. | 0.35 |
| 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 |
| ii. Termination or maturity date. | 2021-01-05 |
| iii. Upfront payments or receipts |
| Upfront payments. | 2109132.1 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 7045 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 209705.08 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Goldman Sachs International |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | W22LROWP2IHZNBB6K528 |
| c. Title of the issue or description of the investment. | GSISEC01 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 | 7019533 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 14154.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -46417.63000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | -0.00474957854 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | 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. | GSISEC01 |
| Index identifier, if any. | GSISEC01 |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
For all other indices or custom baskets provide:
| i. Name. | MSCI EmgMkt Mar20_MESH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MESH0 Inde_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -203.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -227894.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CHF CASH_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 6.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | MSCI TAIWAN INDEX Jan20_TWF0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TWF0 Index_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 150.50000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 69171.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NASDAQ 100 E-MINI Mar20_NQH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NQH0 Index_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -19.51000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -170745.03000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EUR CASH_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.63000000 |
| 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. | HSCEI Futures Jan20_HCF0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HCF0 Index_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -101.85000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -146544.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | S&P500 EMINI FUT Mar20_ESH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ESH0 Index_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -25.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -82013.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | E-Mini Russ 2000 Mar20_RTYH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RTYH0 Inde_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -68.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -113629.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | FTSE/JSE TOP 40 Mar20_AIH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AIH0 Index_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -77.50000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -284635.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | BIST 30 FUTURES Feb20_A5G0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | A5G0 Index_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -13521.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -321055.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SET50 FUTURES Mar20_BCH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BCH0 Index_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -196.11000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6985.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | FTSE 100 IDX FUT Mar20_Z |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | Z H0 Index_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 200473.85000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | TOPIX INDX FUTR Mar20_TPH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TPH0 Index_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3956.19000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 62651.12000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SPI 200 FUTURES Jan20_XPF0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | XPF0 Index_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 29.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 136987.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AMSTERDAM IDX FUT Jan20_EOF0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EOF0 Index_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -91.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -62273.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | EURO STOXX 50 Mar20_VGH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VGH0 Index_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 21.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 88190.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JPY CASH_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 60.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 0.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | S&P/TSX 60 IX FUT Mar20_PTH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PTH0 Index_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 144.74000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 113000.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | HANG SENG IDX FUT Jan20_HIF0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HIF0 Index_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -35.11000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -127399.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | IBEX 35 INDX FUTR Jan20_IBF0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IBF0 Index_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 28.21000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 301764.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CAC40 10 EURO FUT Jan20_CFF0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CFF0 Index_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 131556.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | FTSE/MIB IDX FUT Mar20_STH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | STH0 Index_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 42860.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | KOSPI2 INX FUT Mar20_KMH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KMH0 Index_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1136261.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 290046.48000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GBP CASH_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD CASH_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SWISS MKT IX FUTR Mar20_SMH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SMH0 Index_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23.71000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 257628.23000000 |
| 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.
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| Payments: fixed, floating or other. | Fixed Floating Other |
| Payments: Fixed rate. | 0.3 |
| Payments: Base currency | United States Dollar |
| Payments: Amount | 0.00000000 |
| ii. Termination or maturity date. | 2020-01-15 |
| iii. Upfront payments or receipts |
| Upfront payments. | 1780431.66 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 14154 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -47560.07 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Morgan Stanley Capital Services LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | I7331LVCZKQKX5T7XV54 |
| c. Title of the issue or description of the investment. | CZR.UWMM.USD.LIBOR.1M.T3750 |
| 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 | 7780915 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 163980.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 223012.80000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.022819278160 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley Capital Services LLC |
| LEI (if any) of counterparty. | I7331LVCZKQKX5T7XV54 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | Caesars Entertainment Corp |
| Title of issue. | Caesars Entertainment Corp |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 127686103 |
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US1276861036 |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
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. | ICE Libor USD 1 Month |
| Payments: Floating rate Spread. | 0.3 |
| 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 |
| ii. Termination or maturity date. | 2020-12-11 |
| iii. Upfront payments or receipts |
| Upfront payments. | 2007115.2 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 163980 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 215918.84 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Goldman Sachs & Co. LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | I7331LVCZKQKX5T7XV54 |
| c. Title of the issue or description of the investment. | FIT.USMM.USD.LIBOR.1M.T3750 |
| 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 | IGLS_8201941 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 210753.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -136504.72000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | -0.01396753538 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Goldman Sachs & Co. LLC |
| LEI (if any) of counterparty. | FOR8UP27PHTHYVLBNG30 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | Fitbit Inc |
| Title of issue. | Fitbit Inc |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 33812L102 |
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US33812L1026 |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
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. | ICE Libor USD 1 Month |
| Payments: Floating rate Spread. | 0.35 |
| 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 |
| ii. Termination or maturity date. | 2021-01-05 |
| iii. Upfront payments or receipts |
| Upfront payments. | 1521151.93 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 210753 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -141531.2 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Morgan Stanley Capital Services LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | I7331LVCZKQKX5T7XV54 |
| c. Title of the issue or description of the investment. | SOPHOS GROUP PLC-W/I CFD |
| 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 | 4515450 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 48450.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| 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. | -12723.59000000 |
| Exchange rate. | 1.32475000 |
| Percentage value compared to net assets of the Fund. | -0.00130191244 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley Capital Services LLC |
| LEI (if any) of counterparty. | I7331LVCZKQKX5T7XV54 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | Sophos Group PLC |
| Title of issue. | Sophos Group PLC |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BYZFZ918 |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
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. | London Interbank Offer Rate 1 Month |
| Payments: Floating rate Spread. | 0.5 |
| 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 Kingdom Pound |
| Payments: Amount | 0 |
| ii. Termination or maturity date. | 2020-12-11 |
| iii. Upfront payments or receipts |
| Upfront payments. | 279955.52 |
| ISO Currency Code. | United Kingdom Pound |
| Upfront receipts. | 0 |
| ISO Currency Code. | United Kingdom Pound |
| iv. Notional amount. | 48450 |
| ISO Currency Code. | GBP |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -13659.33 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Tybourne Equity (Offshore) Fund - Series A Eligibl |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Tybourne Equity (Offshore) Fund - Series A Eligibl |
| 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 | 3402604 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 375.00000000 |
| 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. | 584525.79000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.059810273644 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Starboard Leaders Fund LP. |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Starboard Leaders Fund LP. - A |
| 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 | 3543768 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 796.14622000 |
| 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. | 688610.13000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.070460467295 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | King Street Capital Ltd. |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | XVDX16GZFAZQ16VF2W85 |
| c. Title of the issue or description of the investment. | King Street Capital Ltd. - Class S Series 131 - R |
| 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 | 6353645 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 66.16168000 |
| 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. | 6314.31000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000646097427 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | VIRGIN ISLANDS (BRITISH) |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Tybourne Equity (Offshore) Fund - Series A Eligibl |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Tybourne Equity (Offshore) Fund - Series A Eligibl |
| 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 | 3311229 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 375.00000000 |
| 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. | 585401.84000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.059899913470 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | King Street Capital Ltd. |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 549300T6IPOCDWLKC615 |
| c. Title of the issue or description of the investment. | King Street Capital Ltd. - Class S Series 175-Sid |
| 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 | 6429082 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 822.55640000 |
| 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. | 97984.61000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.010026052634 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | VIRGIN ISLANDS (BRITISH) |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | King Street Capital Ltd. |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | XVDX16GZFAZQ16VF2W85 |
| c. Title of the issue or description of the investment. | King Street Capital Ltd. - Class S Series 161-Sid |
| 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 | 6428960 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1140.02670000 |
| 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. | 119182.49000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.012195077552 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | VIRGIN ISLANDS (BRITISH) |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Wingspan Overseas Fund Ltd. - Class E Shares - Se |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Wingspan Overseas Fund Ltd. - Class E Shares - Se |
| 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 | 4244309 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 122.30112000 |
| 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. | 86661.61000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.008867452381 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Wingspan Overseas Fund Ltd. - Class D Shares - D1 |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Wingspan Overseas Fund Ltd. - Class D Shares - D1 |
| 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 | 3681111 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 73.08194000 |
| 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. | 51002.18000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.005218682211 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Renaissance Institutional Diversified Global Equit |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Renaissance Institutional Diversified Global Equit |
| 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 | 7606871 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 45443.10604000 |
| 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. | 47507855.29000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 4.861133372991 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.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 |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Goldman Sachs & Co. LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | FOR8UP27PHTHYVLBNG30 |
| c. Title of the issue or description of the investment. | SCHW.UNMM.USD.LIBOR.1M.T3750 |
| 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 | IGLS_8272703 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | -44591.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 62485.15000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.006393651031 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Goldman Sachs & Co. LLC |
| LEI (if any) of counterparty. | FOR8UP27PHTHYVLBNG30 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | Charles Schwab Corp/The |
| Title of issue. | Charles Schwab Corp/The |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 808513105 |
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US8085131055 |
| 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. | ICE Libor USD 1 Month |
| Receipts: Floating rate Spread. | -0.3 |
| 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 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| ii. Termination or maturity date. | 2021-01-05 |
| iii. Upfront payments or receipts |
| Upfront payments. | 0 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | -2183233.11 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | -44591 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 65280.66 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | King Street Capital Ltd. |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 549300T6IPOCDWLKC615 |
| c. Title of the issue or description of the investment. | King Street Capital Ltd. - Class S Series 168-Sid |
| 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 | 6429069 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 420.12450000 |
| 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. | 43247.78000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.004425230846 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | VIRGIN ISLANDS (BRITISH) |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | King Street Capital Ltd. |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | Z2HMUK1HK5Z7ORZZH318 |
| c. Title of the issue or description of the investment. | King Street Capital Ltd. - Class A Series II-1 - |
| 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 | 7360594 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 145404.26479000 |
| 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. | 14808034.16000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 1.515198457269 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.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. | Unknown |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Luxor Capital Partners Offshore Liquidating SPV L |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Luxor Capital Partners Offshore Liquidating SPV L |
| 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 | 5134232 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 37.55939000 |
| 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. | 35433.89000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.003625692302 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | JPMorgan Chase Bank, N.A. |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 7H6GLXDRUGQFU57RNE97 |
| c. Title of the issue or description of the investment. | JMABRG34 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 | 7018433 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1310.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 5213.80000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000533490241 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | JPMorgan Chase Bank, N.A. |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%, but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i) 50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name. | JMABRG34 |
| Index identifier, if any. | JMABRG34 |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
For all other indices or custom baskets provide:
| i. Name. | BRENT CRUDE FUTR Jul20_CON0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CON0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10465.32000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 664129.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | LME NICKEL FUTURE Mar20_LNH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LNH0 Comdt_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -38.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -537080.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NY Harb ULSD Fut Mar20_HOH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HOH0 Comdt_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3267.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -658869.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | LME PRI ALUM FUTR Mar20_LAH20 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LAH20 Comd_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -291.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -528447.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SOYBEAN OIL FUTR Jul20_BON0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BON0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5645.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 199641.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | COFFEE 'C' FUTURE Mar20_KCH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KCH0 Comdt_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4310.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -559120.53000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CORN FUTURE Jul20_C |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | C N0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1341.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 537750.63000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | LIVE CATTLE FUTR Feb20_LCG0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LCG0 Comdt_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2787.11000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -350966.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | COPPER FUTURE Jul20_HGN0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HGN0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1973.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 555326.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | LEAN HOGS FUTURE Feb20_LHG0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LHG0 Comdt_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3975.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -283932.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | COTTON NO.2 FUTR Jul20_CTN0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CTN0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2630.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 186661.54000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NATURAL GAS FUTR May20_NGK20 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NGK20 Comd_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -275127.05000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -601977.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | WHEAT FUTURE(CBT) Mar20_W |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | W H0 Comdt_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -327.53000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -183006.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | BRENT CRUDE FUTR Mar20_COH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | COH0 Comdt_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -10187.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -672361.85000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | LME ZINC FUTURE Jul20_LXN0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LXN0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 237.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 535276.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | LEAN HOGS FUTURE Jun20_LHM0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LHM0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3115.68000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 278619.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SOYBEAN FUTURE Jul20_S |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | S N0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 577.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 565487.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | LME ZINC FUTURE Mar20_LXH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LXH0 Comdt_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -233.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -532155.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CORN FUTURE Mar20_C |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | C H0 Comdt_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1376.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -533843.04000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NATURAL GAS FUTR Jul20_NGN20 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NGN20 Comd_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 266431.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 613590.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | KC HRW WHEAT FUT Mar20_KWH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KWH0 Comdt_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -399.11000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -193967.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | WTI CRUDE FUTURE Jul20_CLN0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CLN0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11320.34000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 666428.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | COFFEE 'C' FUTURE Jul20_KCN0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KCN0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4171.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 558735.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | GASOLINE RBOB FUT Jul20_XBN0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | XBN0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3554.70000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 655593.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NY Harb ULSD Fut Jul20_HON0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HON0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3354.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 659301.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | LME NICKEL FUTURE Jul20_LNN0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LNN0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 38.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 537787.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | COTTON NO.2 FUTR Mar20_CTH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CTH0 Comdt_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2705.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -186807.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SUGAR #11 (WORLD) Jul20_SBN0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SBN0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 40782.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 557093.22000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SOYBEAN MEAL FUTR Jul20_SMN0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SMN0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 576.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 179859.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | COPPER FUTURE Mar20_HGH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HGH0 Comdt_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1984.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -554996.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | WTI CRUDE FUTURE Mar20_CLH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CLH0 Comdt_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -11038.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -670817.95000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SOYBEAN OIL FUTR Mar20_BOH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BOH0 Comdt_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5762.71000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -200369.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | WHEAT FUTURE(CBT) Jul20_W |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | W N0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 324.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 182627.50000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | LME PRI ALUM FUTR Jul20_LAN20 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LAN20 Comd_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 289.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 530767.85000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SOYBEAN MEAL FUTR Mar20_SMH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SMH0 Comdt_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -589.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -179653.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | KC HRW WHEAT FUT Jul20_KWN0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KWN0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 385.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 193425.39000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SUGAR #11 (WORLD) Mar20_SBH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SBH0 Comdt_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -41249.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -553563.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | GASOLINE RBOB FUT Mar20_XBH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | XBH0 Comdt_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3861.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -657608.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SOYBEAN FUTURE Mar20_S |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | S H0 Comdt_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -594.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -568180.77000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | LIVE CATTLE FUTR Jun20_LCM0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LCM0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2977.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 353966.68000000 |
| 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.
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| Payments: fixed, floating or other. | Fixed Floating Other |
| Payments: Fixed rate. | 0.72 |
| Payments: Base currency | United States Dollar |
| Payments: Amount | 0.00000000 |
| ii. Termination or maturity date. | 2020-03-16 |
| iii. Upfront payments or receipts |
| Upfront payments. | 2190589.86 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 1310 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 2441.05 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | JPMorgan Chase Bank, National Association |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 7H6GLXDRUGQFU57RNE97 |
| c. Title of the issue or description of the investment. | COBHAM PLC CFD |
| 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 | 247060 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 888927.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| 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. | 73999.71000000 |
| Exchange rate. | 1.32475000 |
| Percentage value compared to net assets of the Fund. | 0.007571852226 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | JPMorgan Chase Bank, National Association |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | Cobham PLC |
| Title of issue. | Cobham PLC |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B07KD360 |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
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. | London Interbank Offer Rate 1 Month |
| Payments: Floating rate Spread. | 0.4 |
| 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 Kingdom Pound |
| Payments: Amount | 0 |
| ii. Termination or maturity date. | 2020-08-14 |
| iii. Upfront payments or receipts |
| Upfront payments. | 1404203.22 |
| ISO Currency Code. | United Kingdom Pound |
| Upfront receipts. | 0 |
| ISO Currency Code. | United Kingdom Pound |
| iv. Notional amount. | 888927 |
| ISO Currency Code. | GBP |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 68812.78 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Goldman Sachs & Co. LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | FOR8UP27PHTHYVLBNG30 |
| c. Title of the issue or description of the investment. | CNC.USMM.USD.LIBOR.1M.T3750 |
| 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 | 7520621 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | -23812.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -210259.96000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | -0.02151437277 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Goldman Sachs & Co. LLC |
| LEI (if any) of counterparty. | FOR8UP27PHTHYVLBNG30 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | Centene Corp |
| Title of issue. | Centene Corp |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 15135B101 |
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US15135B1017 |
| 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. | ICE Libor USD 1 Month |
| Receipts: Floating rate Spread. | -0.3 |
| 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 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| ii. Termination or maturity date. | 2021-01-05 |
| iii. Upfront payments or receipts |
| Upfront payments. | 0 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | -1286800.48 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | -23812 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -207069.99 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Caius Capital International 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. | 988400QG33WS7JEIV602 |
| c. Title of the issue or description of the investment. | Caius Capital International Fund - Class A - Septe |
| 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 | 7395185 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 30035.50070000 |
| 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. | 34815043.92000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 3.562370282736 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.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. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Autonomy Global Macro Fund Limited - General Serie |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Autonomy Global Macro Fund Limited - General Serie |
| 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 | 7846976 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | -18399.97000000 |
| 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. | 0.00000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000000 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.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. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Lion Point International Ltd |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Lion Point International Ltd - Series F-2 Shares |
| 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 | 4441688 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 25000.00000000 |
| 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. | 30436421.95000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 3.114337736200 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Luxor Capital Partners Offshore Liquidating SPV L |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | WBJWEN5BU67TYTCAOP66 |
| c. Title of the issue or description of the investment. | Luxor Capital Partners Offshore Liquidating SPV L |
| 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 | 6025897 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 672.37835000 |
| 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. | 752520.41000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.076999941516 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Morgan Stanley Capital Services LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | I7331LVCZKQKX5T7XV54 |
| c. Title of the issue or description of the investment. | PARSLEY ENERGY INC-CLASS A CFD |
| 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 | 3871786 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | -57577.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -138184.80000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | -0.01413944575 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley Capital Services LLC |
| LEI (if any) of counterparty. | I7331LVCZKQKX5T7XV54 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | Parsley Energy Inc |
| Title of issue. | Parsley Energy Inc |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 701877102 |
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US7018771029 |
| 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. | ICE Libor USD 1 Month |
| Receipts: Floating rate Spread. | -0.28 |
| 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 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| ii. Termination or maturity date. | 2020-12-11 |
| iii. Upfront payments or receipts |
| Upfront payments. | 0 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | -950596.27 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | -57577 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -135764.27 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Luxor Capital Partners Offshore Liquidating SPV L |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Luxor Capital Partners Offshore Liquidating SPV L |
| 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 | 5649660 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 295.81945000 |
| 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. | 404868.08000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.041427206581 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | King Street Capital Ltd. |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | XVDX16GZFAZQ16VF2W85 |
| c. Title of the issue or description of the investment. | King Street Capital Ltd. - Class S Series 189 - A |
| 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 | 6709896 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 721.06760000 |
| 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. | 76952.71000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.007874011243 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | VIRGIN ISLANDS (BRITISH) |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Morgan Stanley Capital Services LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | I7331LVCZKQKX5T7XV54 |
| c. Title of the issue or description of the investment. | FLUTTER ENTERTAINMENT PLC CFD |
| 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 | 3262823 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | -20104.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| 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. | -406451.21000000 |
| Exchange rate. | 1.32475000 |
| Percentage value compared to net assets of the Fund. | -0.04158919676 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed 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. | IRELAND |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley Capital Services LLC |
| LEI (if any) of counterparty. | I7331LVCZKQKX5T7XV54 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | Paddy Power Betfair PLC |
| Title of issue. | Paddy Power Betfair PLC |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BWT6H894 |
| 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. | London Interbank Offer Rate 1 Month |
| Receipts: Floating rate Spread. | -0.875 |
| 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 Kingdom Pound |
| Receipts: Amount. | 0 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| ii. Termination or maturity date. | 2020-12-11 |
| iii. Upfront payments or receipts |
| Upfront payments. | 0 |
| ISO Currency Code. | United Kingdom Pound |
| Upfront receipts. | -1547579.44 |
| ISO Currency Code. | United Kingdom Pound |
| iv. Notional amount. | -20104 |
| ISO Currency Code. | GBP |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -405706.13 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | King Street Capital Ltd. |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | King Street Capital Ltd. - Class S Series 80 - RI |
| 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 | 4180131 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 2847.28362000 |
| 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. | 333524.28000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.034127114312 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | VIRGIN ISLANDS (BRITISH) |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Morgan Stanley Capital Services LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | I7331LVCZKQKX5T7XV54 |
| c. Title of the issue or description of the investment. | T-MOBILE US INC CFD |
| 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 | 3352169 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | -20217.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 67726.95000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.006930006309 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley Capital Services LLC |
| LEI (if any) of counterparty. | I7331LVCZKQKX5T7XV54 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | T-Mobile US Inc |
| Title of issue. | T-Mobile US Inc |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 872590104 |
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US8725901040 |
| 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. | ICE Libor USD 1 Month |
| Receipts: Floating rate Spread. | -0.06 |
| 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 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| ii. Termination or maturity date. | 2020-12-11 |
| iii. Upfront payments or receipts |
| Upfront payments. | 0 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | -1653144.09 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | -20217 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 72437.01 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Morgan Stanley Capital Services LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | I7331LVCZKQKX5T7XV54 |
| c. Title of the issue or description of the investment. | MSCBRMF4 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 | 7017960 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 19196.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -145121.76000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | -0.01484925443 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley Capital Services LLC |
| LEI (if any) of counterparty. | I7331LVCZKQKX5T7XV54 |
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. | MSCBRMF4 |
| Index identifier, if any. | MSCBRMF4 |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
For all other indices or custom baskets provide:
| i. Name. | US 5YR NOTE (CBT) Mar20_FVH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FVH0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7462.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 885063.41000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Euro-OAT Future Mar20_OATH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OATH0 Comd_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4356.48000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -795968.71000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | EURO-BUND FUTURE Mar20_RXH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RXH0 Comdt_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -10310.19000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1973111.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Euro-BTP Future Mar20_IKH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IKH0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 30682.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4906512.48000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | EURO-SCHATZ FUT Mar20_DUH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DUH0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 42570.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5347363.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | EURO-BUXL 30Y BND Mar20_UBH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UBH0 Comdt_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -898.34000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -200042.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | LONG GILT FUTURE Mar20_G |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | G H0 Comdt_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -13809.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2403455.66000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AUST 10Y BOND FUT Mar20_XMH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | XMH0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19842.41000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1375504.53000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | EURO-BOBL FUTURE Mar20_OEH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OEH0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12184.71000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1827702.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | US 10YR NOTE (CBT)Mar20_TYH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TYH0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17871.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 2295029.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | US LONG BOND(CBT) Mar20_USH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USH0 Comdt_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -536.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -83631.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CAN 10YR BOND FUT Mar20_CNH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CNH0 Comdt_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -15364.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1628920.12000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | US 2YR NOTE (CBT) Mar20_TUH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TUH0 Comdt_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -32731.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3526805.37000000 |
| 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.
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| Payments: fixed, floating or other. | Fixed Floating Other |
| Payments: Fixed rate. | 0.6 |
| Payments: Base currency | United States Dollar |
| Payments: Amount | 0.00000000 |
| ii. Termination or maturity date. | 2020-01-15 |
| iii. Upfront payments or receipts |
| Upfront payments. | 4334072.88 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 19196 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -150250.41 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Wingspan Overseas Fund Ltd. - Class D Shares - D1 |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Wingspan Overseas Fund Ltd. - Class D Shares - D1 |
| 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 | 3866719 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 88.05673000 |
| 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. | 57144.65000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.005847196500 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Nokota LC, LLC - Series A NR - LQ - Sub-Series 3 U |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Nokota LC, LLC - Series A NR - LQ - Sub-Series 3 U |
| 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 | IGLS_8419907 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 451.64868000 |
| 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. | 451648.68000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.046213925209 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.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. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Goldman Sachs & Co. LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | FOR8UP27PHTHYVLBNG30 |
| c. Title of the issue or description of the investment. | IBKC.USMM.USD.LIBOR.1M.T3750 |
| 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 | IGLS_8276917 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 23934.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -8181.57000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | -0.00083716056 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Goldman Sachs & Co. LLC |
| LEI (if any) of counterparty. | FOR8UP27PHTHYVLBNG30 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | IBERIABANK Corp |
| Title of issue. | IBERIABANK Corp |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 450828108 |
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US4508281080 |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
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. | ICE Libor USD 1 Month |
| Payments: Floating rate Spread. | 0.35 |
| 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 |
| ii. Termination or maturity date. | 2021-01-05 |
| iii. Upfront payments or receipts |
| Upfront payments. | 1799162.79 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 23934 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 1201.62 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Wingspan Overseas Fund Ltd. - Class E Shares - Se |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Wingspan Overseas Fund Ltd. - Class E Shares - Se |
| 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 | 3951736 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 122.30119000 |
| 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. | 77932.69000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.007974285471 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Silver Point Capital Offshore Fund Ltd. |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Silver Point Capital Offshore Fund Ltd. - H - 426 |
| 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 | 3120167 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 2685.11897000 |
| 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. | 41362369.67000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 4.232310517102 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Indaba Capital Partners (Cayman) L.P |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Indaba Capital Partners (Cayman) L.P. - Base Capi |
| 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 | 3651904 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 31292.99882000 |
| 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. | 41003540.28000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 4.195594114892 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | PFM Healthcare Offshore Fund Ltd. - Class A - 10 |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | PFM Healthcare Offshore Fund Ltd. - Class A - 10 |
| 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 | 8250554 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 34.10000000 |
| 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. | 29286.06000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.002996629562 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.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. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | King Street Capital Ltd. |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | King Street Capital Ltd. - Class S Series 101 - R |
| 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 | 5589358 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 865.95220000 |
| 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. | 98203.52000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.010048452103 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | VIRGIN ISLANDS (BRITISH) |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Morgan Stanley Capital Services LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | I7331LVCZKQKX5T7XV54 |
| c. Title of the issue or description of the investment. | ERI.USMM.USD.LIBOR.1M.T3750 |
| 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 | 7780895 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | -14741.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -217724.57000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | -0.02227817203 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley Capital Services LLC |
| LEI (if any) of counterparty. | I7331LVCZKQKX5T7XV54 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | ELDORADO RESORTS INC |
| Title of issue. | ELDORADO RESORTS INC |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 28470R102 |
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US28470R1023 |
| 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. | ICE Libor USD 1 Month |
| Receipts: Floating rate Spread. | 0.3 |
| 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 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| ii. Termination or maturity date. | 2020-12-11 |
| iii. Upfront payments or receipts |
| Upfront payments. | 0 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | -661428.67 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | -14741 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -215386.81 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | King Street Capital Ltd. |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 549300GX4H4HMEVO2G84 |
| c. Title of the issue or description of the investment. | King Street Capital Ltd. - Class S Series 119 - R |
| 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 | 6085534 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1471.72419000 |
| 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. | 149947.94000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.015343082336 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | VIRGIN ISLANDS (BRITISH) |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Schonfeld Fundamental Equity Offshore Fund Ltd. - |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Schonfeld Fundamental Equity Offshore Fund Ltd. - |
| 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 | 7230334 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 30000.00000000 |
| 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. | 33519768.13000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 3.429834129893 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.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. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | AB Government Money Market Portfolio |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 5493006YWHO7MNK2U579 |
| c. Title of the issue or description of the investment. | AB Fixed Income Shares, Inc. - Government Money Market Portfolio |
| d. CUSIP (if any). | 018616748 |
At least one of the following other identifiers:
| Identifier. | ISIN |
| ISIN | US0186167559 |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 43500000.00000000 |
| 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. | 43500000.00000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 4.451038684746 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage 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 |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Wingspan Overseas Fund Ltd. - Class D Shares - D2 |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Wingspan Overseas Fund Ltd. - Class D Shares - D2 |
| 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 | 3746620 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 29.35224000 |
| 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. | 19459.26000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.001991124575 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Rokos Global Macro Fund Limited - Class A UR NV - |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 549300OR6B15UIZ9FZ95 |
| c. Title of the issue or description of the investment. | Rokos Global Macro Fund Limited - Class A UR NV - |
| 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 | 6655818 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 14580.01681000 |
| 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. | 20703.51000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.002118439630 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Myriad Opportunities Offshore Fund Limited - Econo |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Myriad Opportunities Offshore Fund Limited - Econo |
| 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 | 8216437 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 894.84460000 |
| 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. | 894844.60000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.091562940952 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.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. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Goldman Sachs & Co. LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | FOR8UP27PHTHYVLBNG30 |
| c. Title of the issue or description of the investment. | MLNX.USMM.USD.LIBOR.1M.T3750 |
| 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 | 7466413 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 17615.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 97386.07000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.009964808389 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed 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. | ISRAEL |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Goldman Sachs & Co. LLC |
| LEI (if any) of counterparty. | FOR8UP27PHTHYVLBNG30 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | Mellanox Technologies Ltd |
| Title of issue. | Mellanox Technologies Ltd |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IL0011017329 |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
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. | ICE Libor USD 1 Month |
| Payments: Floating rate Spread. | 0.3 |
| 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 |
| ii. Termination or maturity date. | 2020-12-11 |
| iii. Upfront payments or receipts |
| Upfront payments. | 1966739.63 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 17615 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 90418.52 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Goldman Sachs & Co. LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | FOR8UP27PHTHYVLBNG30 |
| c. Title of the issue or description of the investment. | AMTD.UNMM.USD.LIBOR.1M.T3750 |
| 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 | IGLS_8272704 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 41147.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -71866.28000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | -0.00735355384 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Goldman Sachs & Co. LLC |
| LEI (if any) of counterparty. | FOR8UP27PHTHYVLBNG30 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | TD Ameritrade Holding Corp |
| Title of issue. | TD Ameritrade Holding Corp |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 87236Y108 |
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US87236Y1082 |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
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. | ICE Libor USD 1 Month |
| Payments: Floating rate Spread. | 0.35 |
| 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 |
| ii. Termination or maturity date. | 2021-01-05 |
| iii. Upfront payments or receipts |
| Upfront payments. | 2116872.18 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 41147 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -75839.04 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Wingspan Overseas Fund Ltd. - Class D Shares - D1 |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Wingspan Overseas Fund Ltd. - Class D Shares - D1 |
| 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 | 3884691 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 44.02842000 |
| 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. | 28422.47000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.002908264677 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Tybourne Equity (Offshore) Fund - Series A Eligibl |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Tybourne Equity (Offshore) Fund - Series A Eligibl |
| 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 | 3177382 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 431.31009000 |
| 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. | 696307.51000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.071248084218 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | King Street Capital Ltd. |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | Z2HMUK1HK5Z7ORZZH318 |
| c. Title of the issue or description of the investment. | King Street Capital Ltd. - Class S Series 217 - M |
| 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 | 7253412 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1050.93200000 |
| 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. | 95874.11000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.009810100516 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.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. | VIRGIN ISLANDS (BRITISH) |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Elliott International Limited |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Elliott International Limited - B Common Shares |
| 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 | 5119622 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 33771.96749000 |
| 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. | 49827991.29000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 5.098536018735 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Schonfeld Fundamental Equity Offshore Fund Ltd. - |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Schonfeld Fundamental Equity Offshore Fund Ltd. - |
| 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 | IGLS_8302779 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 5000.00000000 |
| 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. | 5204659.60000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.532554970587 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.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. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Goldman Sachs & Co. |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | FOR8UP27PHTHYVLBNG30 |
| c. Title of the issue or description of the investment. | CSLABMFE 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 | 7427467 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 7619.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 18057.03000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.001847644576 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Goldman Sachs & Co. |
| LEI (if any) of counterparty. | FOR8UP27PHTHYVLBNG30 |
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. | Barclays Commodity Hedging Insights 2 Index |
| Index identifier, if any. | BCCFHI2P Index |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
| Receipts: fixed, floating or other. | Fixed Floating Other |
| Receipts: Floating rate Index. | ICE Libor USD 1 Month |
| Receipts: Floating rate Spread. | -0.3 |
| 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 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| ii. Termination or maturity date. | 2021-01-05 |
| iii. Upfront payments or receipts |
| Upfront payments. | 7165212.36 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 7619 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 17012.1 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | King Street Capital, Ltd. - Class S Series 281 |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | King Street Capital, Ltd. - Class S Series 281 |
| 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 | IGLS_8376384 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 2994.93600000 |
| 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. | 302221.00000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.030924077295 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.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. | VIRGIN ISLANDS (BRITISH) |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | The Tudor BVI Global Fund Ltd. - Sub-Class A ALT I |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 5493000UGJQ4KRNXGG90 |
| c. Title of the issue or description of the investment. | The Tudor BVI Global Fund Ltd. - Sub-Class A ALT I |
| 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 | 7520599 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 205.33550000 |
| 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. | 33392131.28000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 3.416773979158 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.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. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | JPMorgan Chase Bank, National Association |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 7H6GLXDRUGQFU57RNE97 |
| c. Title of the issue or description of the investment. | UNITED COMMUNITY FINANCIAL CFD |
| 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 | 8028318 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 11901.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 15733.64000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.001609908972 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | JPMorgan Chase Bank, National Association |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | United Community Financial Corp |
| Title of issue. | United Community Financial Corp |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 909839102 |
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US9098391025 |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
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. | ICE Libor USD 1 Month |
| Payments: Floating rate Spread. | 0.4 |
| 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 |
| ii. Termination or maturity date. | 2020-08-14 |
| iii. Upfront payments or receipts |
| Upfront payments. | 123032.02 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 11901 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 14842.97 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Morgan Stanley Capital Services LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | I7331LVCZKQKX5T7XV54 |
| c. Title of the issue or description of the investment. | SOPHOS GROUP PLC CFD (USD) |
| d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | IGLS_6108963 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 188077.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 14126.51000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.001445463045 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley Capital Services LLC |
| LEI (if any) of counterparty. | I7331LVCZKQKX5T7XV54 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | Sophos Group PLC |
| Title of issue. | Sophos Group PLC |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BYZFZ918 |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
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. | London Interbank Offer Rate 1 Month |
| Payments: Floating rate Spread. | 0.5 |
| 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 Kingdom Pound |
| Payments: Amount | 0 |
| ii. Termination or maturity date. | 2020-12-11 |
| iii. Upfront payments or receipts |
| Upfront payments. | 1376158.42 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 188077 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 11952.71 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Governors Lane Offshore Fund Ltd. |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Governors Lane Offshore Fund Ltd. - Class Eligible |
| 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 | 5678856 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 6886.95436000 |
| 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. | 7771879.21000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.795239885445 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | The Children's Investment Fund - Class H1 USD New |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | The Children's Investment Fund - Class H1 USD New |
| 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 | 5720380 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 156000.00000000 |
| 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. | 26251680.00000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 2.686143522289 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Morgan Stanley Capital Services LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | I7331LVCZKQKX5T7XV54 |
| c. Title of the issue or description of the investment. | OMN.USMM.USD.LIBOR.1M.T3750 |
| 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 | 7810811 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 131825.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 0.00000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000000 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley Capital Services LLC |
| LEI (if any) of counterparty. | I7331LVCZKQKX5T7XV54 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | Omnia Holdings Ltd |
| Title of issue. | Omnia Holdings Ltd |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | ZAE000005153 |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
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. | ICE Libor USD 1 Month |
| Payments: Floating rate Spread. | 0.3 |
| 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 |
| ii. Termination or maturity date. | 2020-12-11 |
| iii. Upfront payments or receipts |
| Upfront payments. | 1332750.75 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 131825 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -4710.49 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Autonomy Global Macro Fund Limited - General Series |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Autonomy Global Macro Fund Limited - General Series |
| 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 | 7461888 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 105278.74984000 |
| 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. | 0.00000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000000 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.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. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | LMR Fund Limited - Class D USD Non Restricted - Se |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | LMR Fund Limited - Class D USD Non Restricted - Se |
| 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 | 7912301 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 400000.00000000 |
| 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. | 41623433.20000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 4.259023249773 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.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. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Wingspan Overseas Fund Ltd. - Class E Shares - Se |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Wingspan Overseas Fund Ltd. - Class E Shares - Se |
| 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 | 3912274 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 122.30099000 |
| 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. | 77534.15000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.007933505771 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Goldman Sachs International |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | W22LROWP2IHZNBB6K528 |
| c. Title of the issue or description of the investment. | GSISM49E 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 | 7030470 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 189456.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -683645.16000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | -0.06995243801 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | 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. | GSISM49E |
| Index identifier, if any. | GSISM49E |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AGS BB Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 696.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 41174.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AC FP Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -122.91000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5760.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AWC AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 18333.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 29640.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Allstate Corp/The_ALL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ALL UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -230.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -25921.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AP Moller - Maersk A/S_MAERSKA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MAERSKA DC_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3575.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Atlantia SpA_ATL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ATL IM Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -346.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8096.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AFL UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -518.45000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -27426.04000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ABBV UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1035.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -91665.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Archer-Daniels-Midland Co_ADM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ADM UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2614.76000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 121194.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BNZL LN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2.36000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6450.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ashtead Group PLC_AHT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AHT LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -10328.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Alliance Data Systems Corp_ADS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ADS UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -30.62000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3435.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | BlackRock Inc_BLK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BLK UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -81.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -40809.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Acom Co Ltd_8572 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8572 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -279.45000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1277.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AME UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -159.90000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -15948.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AEE UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1602.58000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 123078.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Aspen Technology Inc_AZPN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AZPN UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 735.69000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 88966.48000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Aena SME SA_AENA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AENA SQ Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -47.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9046.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Assicurazioni Generali SpA_G |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | G IM Equit_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 576.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11908.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Alphabet Inc_GOOG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GOOG UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -102.90000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -137585.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AEON Financial Service Co Ltd_8570 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8570 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -78.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1254.73000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cheniere Energy Inc_LNG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LNG UA Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -161.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9882.85000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BLL UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -220.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -14282.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Aroundtown SA_AT1 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AT1 GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -642.60000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5759.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AmerisourceBergen Corp_ABC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ABC UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -109.41000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9301.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CS FP Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1352.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -38135.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Admiral Group PLC_ADM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ADM LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 29937.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Carnival Corp_CCL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CCL UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -295.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -15001.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cie Generale des Etablissement_ML |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ML FP Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -109.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -13349.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bank of Nova Scotia/The_BNS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BNS CT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -854.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -48340.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CLN SE Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -139.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3110.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CIMIC Group Ltd_CIM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CIM AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -68.12000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1586.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BLD AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -820.92000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2585.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AVEVA Group PLC_AVV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AVV LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5.70000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35157.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Athene Holding Ltd_ATH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ATH UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -107.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5038.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BOL SS Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2909.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 77225.54000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Banco de Sabadell SA_SAB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SAB SQ Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3940.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4599.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CLP Holdings Ltd_2 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2 HK Equit_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -964.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -10137.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Broadridge Financial Solutions_BR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BR UN Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 552.53000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 68259.45000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Corteva Inc_CTVA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CTVA UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -524.41000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -15501.54000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CapitaLand Mall Trust_CT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CT SP Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14996.78000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 27436.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | BHP Group Ltd_BHP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BHP AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2062.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -56436.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CapitaLand Ltd_CAPL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CAPL SP Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1798.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5015.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Daikin Industries Ltd_6367 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6367 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -174.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -24803.04000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Canadian Pacific Railway Ltd_CP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CP CT Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -97.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -24771.39000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Barratt Developments PLC_BDEV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BDEV LN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 57.06000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 56431.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bayerische Motoren Werke AG_BMW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BMW GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -231.85000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -19034.77000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Dairy Farm International Holdi_DFI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DFI SP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -236.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1352.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | DENTSPLY SIRONA Inc_XRAY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | XRAY UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1510.71000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 85491.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Alimentation Couche-Tard Inc_ATD/B |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ATD/B CT E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -388.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -12340.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Albemarle Corp_ALB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ALB UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -74.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5420.77000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ALO FP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -133.51000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6328.71000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Air Water Inc_4088 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4088 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -126.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1861.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ANSS UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 553.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 142498.80000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Americold Realty Trust_COLD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | COLD UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1014.69000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35575.04000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Avery Dennison Corp_AVY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AVY UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -29.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3837.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Agilent Technologies Inc_A |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | A UN Equit_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 70.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5988.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Aqua America Inc_WTR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WTR UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -151.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7092.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Boston Properties Inc_BXP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BXP UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -108.24000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -14921.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | ABN AMRO Bank NV_ABN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ABN NA Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -296.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5392.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AVST LN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 9256.28000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ARMK UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 725.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 31468.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Amphenol Corp_APH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | APH UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -208.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -22542.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Automatic Data Processing Inc_ADP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ADP UW Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -303.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -51809.28000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Altice Europe NV_ATC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ATC NA Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5854.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 37772.62000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Dassault Systemes SE_DSY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DSY FP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -92.06000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -15143.62000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Alexandria Real Estate Equitie_ARE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ARE UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -79.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -12832.71000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Annaly Capital Management Inc_NLY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NLY UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5989.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 56425.54000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Edwards Lifesciences Corp_EW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EW UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -145.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -33973.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | American International Group I_AIG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AIG UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -609.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -31267.66000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MMM UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -402.84000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -71068.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Emerson Electric Co_EMR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EMR UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -430.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -32846.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AIA Group Ltd_1299 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 1299 HK Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5242.73000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -55039.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Associated British Foods PLC_ABF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ABF LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 46826.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ally Financial Inc_ALLY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ALLY UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4101.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 125350.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Charter Hall Group_CHC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CHC AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3262.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 25410.04000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Eurofins Scientific SE_ERF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ERF FP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4489.12000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Avangrid Inc_AGR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AGR UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 60.60000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 3100.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CapitaLand Commercial Trust_CCT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CCT SP Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6172.71000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 9135.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ABBN SE Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1290.50000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -31144.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Astellas Pharma Inc_4503 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4503 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -7.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -137.22000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cenovus Energy Inc_CVE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CVE CT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -731.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7445.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Atlas Copco AB_ATCOA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ATCOA SS E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -470.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -18766.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CRH ID Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 554.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 22182.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | DiaSorin SpA_DIA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DIA IM Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 177.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 22964.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DGE LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -16.56000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -70229.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | BioMarin Pharmaceutical Inc_BMRN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BMRN UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -125.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -10625.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Computershare Ltd_CPU |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CPU AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -342.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4036.22000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Camden Property Trust_CPT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CPT UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -67.80000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7193.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ADBE UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -339.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -112111.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | BOC Aviation Ltd_2588 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2588 HK Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1165.12000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11850.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | DBS Group Holdings Ltd_DBS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DBS SP Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3765.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 72475.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DOV UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -101.84000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -11738.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AON UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -165.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -34398.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Catalent Inc_CTLT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CTLT UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1350.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 76024.71000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Globe Life Inc_GL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GL UN Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 454.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 47786.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AMGN UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -419.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -101234.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Alaska Air Group Inc_ALK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ALK UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1388.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 94077.01000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Helvetia Holding AG_HELN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HELN SE Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 135.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 19158.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AerCap Holdings NV_AER |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AER UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -86.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5291.95000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Delta Air Lines Inc_DAL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DAL UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2556.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 149483.04000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ferguson PLC_FERG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FERG LN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -11329.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ingersoll-Rand PLC_IR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IR UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -169.16000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -22485.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CK Asset Holdings Ltd_1113 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 1113 HK Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -388.32000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2803.31000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Air Products & Chemicals Inc_APD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | APD UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -154.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36259.62000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | BOC Hong Kong Holdings Ltd_2388 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2388 HK Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5375.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 18661.87000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Capital One Financial Corp_COF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | COF UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -329.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -33893.28000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Chugai Pharmaceutical Co Ltd_4519 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4519 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -140.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -13033.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Atmos Energy Corp_ATO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ATO UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -82.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9258.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Galp Energia SGPS SA_GALP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GALP PL Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -351.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5870.66000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AstraZeneca PLC_AZN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AZN LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -9.19000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -92574.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Evolution Gaming Group AB_EVO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EVO SS Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 47.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1429.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Barrick Gold Corp_ABX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ABX CT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1244.21000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -23142.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | ASML Holding NV_ASML |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ASML NA Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -298.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -88228.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bank Leumi Le-Israel BM_LUMI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LUMI IT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 48.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 34948.80000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cognizant Technology Solutions_CTSH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CTSH UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 665.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 41246.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AES UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -464.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9250.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fortive Corp_FTV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FTV UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -211.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -16153.45000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EOAN GY Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1572.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -16807.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Black Knight Inc_BKI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BKI UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 88.71000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5719.77000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Franklin Resources Inc_BEN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BEN UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -211.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5497.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Brookfield Asset Management In_BAM/A |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BAM/A CT E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -623.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36084.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BAS GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -643.16000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -48623.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | BlackBerry Ltd_BB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BB CT Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -364.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2347.39000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Coca-Cola Amatil Ltd_CCL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CCL AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 653.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5077.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CSX UW Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -530.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -38421.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Derwent London PLC_DLN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DLN LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3.32000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 17641.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | GEA Group AG_G1A |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | G1A GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -107.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3555.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Grubhub Inc_GRUB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GRUB UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -63.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3111.48000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | General Dynamics Corp_GD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GD UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -171.92000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -30318.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | EDP - Energias de Portugal SA_EDP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EDP PL Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1792.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7773.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | FLIR Systems Inc_FLIR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FLIR UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 568.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 29625.87000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hankyu Hanshin Holdings Inc_9042 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9042 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -160.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6901.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Infineon Technologies AG_IFX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IFX GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -875.48000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -19959.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Darden Restaurants Inc_DRI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DRI UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 387.11000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 42198.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Downer EDI Ltd_DOW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DOW AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2767.49000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 15893.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ADYEN NA E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -7.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5959.66000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Advantest Corp_6857 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6857 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -139.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7921.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ADS GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -126.31000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -41087.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Casino Guichard Perrachon SA_CO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CO FP Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 777.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36408.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Arista Networks Inc_ANET |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ANET UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -37.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7641.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | GMO Payment Gateway Inc_3769 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 3769 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -28.62000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1969.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Aisin Seiki Co Ltd_7259 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7259 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -113.49000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4250.31000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | DocuSign Inc_DOCU |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DOCU UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -73.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5411.63000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Eutelsat Communications SA_ETL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ETL FP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -122.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1988.39000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | ANA Holdings Inc_9202 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9202 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -80.53000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2698.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AusNet Services_AST |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AST AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11588.49000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 13848.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Chipotle Mexican Grill Inc_CMG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CMG UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 172.06000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 144035.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Banco Santander SA_SAN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SAN SQ Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -11636.78000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -48722.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | EPAM Systems Inc_EPAM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EPAM UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 569.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 120751.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CaixaBank SA_CABK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CABK SQ Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2513.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7892.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Challenger Ltd_CGF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CGF AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -385.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2191.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Carl Zeiss Meditec AG_AFX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AFX GY Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 98.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 12577.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bank of Ireland Group PLC_BIRG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BIRG ID Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -677.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3714.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DCC LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -0.69000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5970.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | British Land Co PLC/The_BLND |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BLND LN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -6.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5232.66000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AV/ LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -27.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -15213.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Apartment Investment & Managem_AIV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AIV UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1109.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 57294.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FDX UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -173.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -26240.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6845 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 604.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 17153.61000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Huntington Ingalls Industries_HII |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HII UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -28.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7261.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Costco Wholesale Corp_COST |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | COST UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -140.58000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -41318.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bright Horizons Family Solutio_BFAM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BFAM UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 451.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 67830.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CyberArk Software Ltd_CYBR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CYBR UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -26.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3080.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bank of East Asia Ltd/The_23 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 23 HK Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -912.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2038.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | APA UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -263.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6736.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | British American Tobacco PLC_BATS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BATS LN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 8657.87000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fastenal Co_FAST |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FAST UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 820.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 30334.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bank of America Corp_BAC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BAC UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2288.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -80613.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BWY LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 21294.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Covestro AG_1COV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 1COV GY Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -121.74000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5664.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Assurant Inc_AIZ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AIZ UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 810.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 106280.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Coca-Cola Bottlers Japan Holdi_2579 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2579 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -86.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2225.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Campbell Soup Co_CPB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CPB UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -67.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3317.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ANA SQ Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 152.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 16102.63000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cronos Group Inc_CRON |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CRON CT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -129.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -995.38000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Crown Castle International Cor_CCI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CCI UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -291.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -41384.28000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cintas Corp_CTAS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CTAS UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 66.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 17961.01000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hikari Tsushin Inc_9435 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9435 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -14.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3702.33000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CI Financial Corp_CIX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CIX CT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -157.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2637.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Boeing Co/The_BA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BA UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -374.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -121942.95000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Dollar Tree Inc_DLTR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DLTR UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -107.92000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -10149.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Empire Co Ltd_EMP/A |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EMP/A CT E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 819.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 19238.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KMX UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1477.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 129535.73000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cathay Pacific Airways Ltd_293 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 293 HK Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3817.36000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5643.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Discovery Inc_DISCA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DISCA UW E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -110.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3623.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Alliant Energy Corp_LNT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LNT UW Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -166.32000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9101.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Akzo Nobel NV_AKZA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AKZA NA Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -159.48000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -16226.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Eisai Co Ltd_4523 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4523 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -176.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -13325.62000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | ACS Actividades de Construccio_ACS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ACS SQ Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -183.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7336.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | GoDaddy Inc_GDDY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GDDY UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -123.92000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8416.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Comerica Inc_CMA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CMA UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -104.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7504.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Electric Power Development Co_9513 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9513 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 963.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 23464.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Gjensidige Forsikring ASA_GJF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GJF NO Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 591.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 12405.62000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | ComfortDelGro Corp Ltd_CD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CD SP Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6848.80000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 12122.22000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Constellation Brands Inc_STZ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | STZ UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -117.11000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -22221.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AP Moller - Maersk A/S_MAERSKB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MAERSKB DC_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4.58000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6609.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fastighets AB Balder_BALDB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BALDB SS E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 598.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 27693.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Groupe Bruxelles Lambert SA_GBLB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GBLB BB Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -56.50000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5958.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hamamatsu Photonics KK_6965 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6965 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -98.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4062.41000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DOW UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -520.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -28483.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CMI UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 738.73000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 132202.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Estee Lauder Cos Inc/The_EL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EL UN Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 623.62000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 128802.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Charles Schwab Corp/The_SCHW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SCHW UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -823.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -39180.63000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Element Fleet Management Corp_EFN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EFN CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2039.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 17441.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | International Business Machine_IBM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IBM UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -581.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -77911.57000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Equinix Inc_EQIX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EQIX UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -59.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -34668.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | F UN Equit_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2744.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -25521.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Henkel AG & Co KGaA_HEN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HEN GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -55.62000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5244.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | HD Supply Holdings Inc_HDS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HDS UW Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -119.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4811.53000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | GVC Holdings PLC_GVC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GVC LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 27.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 32118.54000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | General Mills Inc_GIS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GIS UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2487.74000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 133243.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FOXA UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -98.60000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3654.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HES UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 56.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 3757.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4921 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1331.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35668.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Eastman Chemical Co_EMN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EMN UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -95.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7603.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Legal & General Group PLC_LGEN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LGEN LN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -41.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -16765.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Intertek Group PLC_ITRK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ITRK LN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8761.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | INF LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9951.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | JGC Holdings Corp_1963 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 1963 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -154.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2490.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ibiden Co Ltd_4062 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4062 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1013.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 24288.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | FamilyMart Co Ltd_8028 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8028 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -177.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4286.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Franco-Nevada Corp_FNV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FNV CT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -35.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3621.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Eaton Corp PLC_ETN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ETN UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -294.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -27857.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Illinois Tool Works Inc_ITW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ITW UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -226.51000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -40688.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RACE IM Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 526.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 87436.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Entergy Corp_ETR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ETR UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1174.40000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 140692.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hakuhodo DY Holdings Inc_2433 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2433 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 46.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 749.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | ABC-Mart Inc_2670 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2670 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 313.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 21440.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | American Water Works Co Inc_AWK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AWK UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -126.50000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -15540.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Australia & New Zealand Bankin_ANZ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ANZ AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2965.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 51345.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AptarGroup Inc_ATR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ATR UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 359.74000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 41592.71000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Flight Centre Travel Group Ltd_FLT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FLT AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -38.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1206.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2593 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 303.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 15296.66000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Auto Trader Group PLC_AUTO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AUTO LN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 36.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 28994.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kobayashi Pharmaceutical Co Lt_4967 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4967 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 176.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 15015.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Beach Energy Ltd_BPT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BPT AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12731.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 22462.77000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bendigo & Adelaide Bank Ltd_BEN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BEN AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3091.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 21251.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BG UN Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1119.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 64399.63000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Canopy Growth Corp_WEED |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WEED CT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -146.16000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3078.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Chugoku Electric Power Co Inc/_9504 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9504 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2580.36000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 33953.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | HeidelbergCement AG_HEI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HEI GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -104.21000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7598.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hilton Worldwide Holdings Inc_HLT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HLT UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -190.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -21164.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hannover Rueck SE_HNR1 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HNR1 GY Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 252.51000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 48837.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fuji Electric Co Ltd_6504 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6504 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -88.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2735.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ezaki Glico Co Ltd_2206 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2206 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 177.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 7939.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Dassault Aviation SA_AM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AM FP Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2303.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hexagon AB_HEXAB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HEXAB SS E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -183.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -10311.97000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Interpublic Group of Cos Inc/T_IPG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IPG UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1534.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35457.33000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hisamitsu Pharmaceutical Co In_4530 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4530 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -36.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1804.31000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | H Lundbeck A/S_LUN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LUN DC Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -48.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1865.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hikma Pharmaceuticals PLC_HIK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HIK LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 15361.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Heineken NV_HEIA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HEIA NA Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -181.50000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -19338.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hitachi Transport System Ltd_9086 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9086 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 250.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 7101.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bank Hapoalim BM_POLI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | POLI IT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -7.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6591.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GFS LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -10.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3137.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Broadcom Inc_AVGO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AVGO UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -278.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -88090.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Canadian Imperial Bank of Comm_CM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CM CT Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -311.92000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -25992.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Jardine Strategic Holdings Ltd_JS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JS SP Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -155.19000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4756.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Azrieli Group Ltd_AZRG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AZRG IT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -0.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2172.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Jeronimo Martins SGPS SA_JMT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JMT PL Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 165.80000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 2729.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kakaku.com Inc_2371 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2371 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1596.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 41040.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Exact Sciences Corp_EXAS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EXAS UR Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -102.36000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9466.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Charter Communications Inc_CHTR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CHTR UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -85.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -41409.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | T UN Equit_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1042.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -40731.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FB UW Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -980.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -201239.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Coloplast A/S_COLOB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | COLOB DC E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -83.19000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -10327.12000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Continental AG_CON |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CON GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -77.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9966.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Home Depot Inc/The_HD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HD UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -766.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -167470.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Becton Dickinson and Co_BDX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BDX UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -189.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -51411.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Incitec Pivot Ltd_IPL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IPL AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1124.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2513.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Duke Realty Corp_DRE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DRE UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -253.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8774.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kraft Heinz Co/The_KHC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KHC UW Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -469.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -15096.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Inmobiliaria Colonial Socimi S_COL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | COL SQ Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1178.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 15030.54000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HLMA LN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 17093.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Invincible Investment Corp_8963 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8963 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 83.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 47328.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | HollyFrontier Corp_HFC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HFC UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2588.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 131282.31000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Booz Allen Hamilton Holding Co_BAH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BAH UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1769.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 125831.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kurita Water Industries Ltd_6370 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6370 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -69.16000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2071.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Canadian Tire Corp Ltd_CTC/A |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CTC/A CT E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 354.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 38164.45000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Infrastrutture Wireless Italia_INW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | INW IM Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1186.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11625.71000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ingredion Inc_INGR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | INGR UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -46.73000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4343.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KER FP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -53.06000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -34851.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hitachi Construction Machinery_6305 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6305 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -75.32000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2276.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Juniper Networks Inc_JNPR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JNPR UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 731.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 18024.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | IQVIA Holdings Inc_IQV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IQV UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -117.19000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -18107.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Colgate-Palmolive Co_CL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CL UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -570.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -39292.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Great-West Lifeco Inc_GWO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GWO CT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -194.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5000.39000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cisco Systems Inc_CSCO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CSCO UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2997.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -143763.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | International Flavors & Fragra_IFF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IFF UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -71.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9164.33000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Daicel Corp_4202 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4202 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -174.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1682.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HUM UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -94.60000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -34671.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | ICA Gruppen AB_ICA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ICA SS Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -63.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2960.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | DTE Energy Co_DTE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DTE UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -128.36000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -16669.63000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HPQ UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1037.70000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -21324.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | COLR BB Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -38.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2017.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kinross Gold Corp_K |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | K CT Equit_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -877.06000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4166.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Axalta Coating Systems Ltd_AXTA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AXTA UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -147.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4469.03000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Daiwa House Industry Co Ltd_1925 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 1925 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -396.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -12369.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | INTC UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3102.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -185660.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Alleghany Corp_Y |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | Y UN Equit_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 260.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | DXC Technology Co_DXC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DXC UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -183.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6895.45000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | JB Hunt Transport Services Inc_JBHT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JBHT UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -59.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6984.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Alfa Laval AB_ALFA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ALFA SS Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -220.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5551.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Imperial Brands PLC_IMB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IMB LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -6.68000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -16529.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Edison International_EIX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EIX UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -231.49000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -17456.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | American Express Co_AXP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AXP UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -493.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -61476.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CNH Industrial NV_CNHI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CNHI IM Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -709.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7796.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Lincoln National Corp_LNC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LNC UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -140.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8272.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kansai Electric Power Co Inc/T_9503 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9503 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -493.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5736.45000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Allergan PLC_AGN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AGN UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 603.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 115413.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Allegion PLC_ALLE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ALLE UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2.91000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -362.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Liberty Media Corp-Liberty For_FWONK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FWONK UW E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1489.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 68482.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Daito Trust Construction Co Lt_1878 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 1878 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -50.31000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6240.54000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ameriprise Financial Inc_AMP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AMP UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -91.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -15265.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Incyte Corp_INCY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | INCY UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 621.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 54293.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ANDR AV Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -50.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2197.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Logitech International SA_LOGN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LOGN SE Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 813.60000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 38506.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EXC UW Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -680.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -31017.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Japan Post Holdings Co Ltd_6178 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6178 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1102.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -10412.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GRMN UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 177.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 17364.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | A2A IM Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 18736.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35165.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Altice USA Inc_ATUS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ATUS UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2895.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 79166.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cadence Design Systems Inc_CDNS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CDNS UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2045.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 141885.41000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7741 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -267.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -25683.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Banque Cantonale Vaudoise_BCVN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BCVN SE Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4882.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Keihan Holdings Co Ltd_9045 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9045 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -67.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3285.45000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | FleetCor Technologies Inc_FLT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FLT UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -22.45000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6460.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BP/ LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -142.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -89121.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | ManpowerGroup Inc_MAN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MAN UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -41.90000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4068.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DVA UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -72.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5449.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HEI UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -30.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3441.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ajinomoto Co Inc_2802 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2802 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -307.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5137.95000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Brown & Brown Inc_BRO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BRO UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1462.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 57741.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DXCM UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -63.85000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -13967.12000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EBAY UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 343.06000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 12387.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Japan Real Estate Investment C_8952 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8952 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -0.92000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6105.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Allied Properties Real Estate_AP-U |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AP-U CT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 634.19000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 25465.22000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Aeon Mall Co Ltd_8905 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8905 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -71.69000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1278.48000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Algonquin Power & Utilities Co_AQN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AQN CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3750.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 53131.77000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IT UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -63.12000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9726.53000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bristol-Myers Squibb Co_BMY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BMY UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -389.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -25021.80000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MNG LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -17.92000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5632.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bureau Veritas SA_BVI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BVI FP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -205.70000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5370.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Aker BP ASA_AKERBP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AKERBP NO_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -75.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2479.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Capri Holdings Ltd_CPRI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CPRI UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -106.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4049.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AMCR UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1136.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -12323.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Lundin Petroleum AB_LUPE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LUPE SS Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -130.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4425.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Align Technology Inc_ALGN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ALGN UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -53.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -14826.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7751 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -700.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -19249.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Alexion Pharmaceuticals Inc_ALXN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ALXN UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -157.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -16981.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Julius Baer Group Ltd_BAER |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BAER SE Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -156.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8080.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Henry Schein Inc_HSIC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HSIC UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 258.58000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 17252.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hong Kong & China Gas Co Ltd_3 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 3 HK Equit_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -7111.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -13890.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Akamai Technologies Inc_AKAM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AKAM UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1517.90000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 131115.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Loblaw Cos Ltd_L |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | L CT Equit_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 919.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 47487.54000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Croda International PLC_CRDA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CRDA LN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -0.90000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6103.61000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UHAL UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 75.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 28511.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Aeroports de Paris_ADP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ADP FP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -20.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4109.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | London Stock Exchange Group PL_LSE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LSE LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -22629.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | 3i Group PLC_III |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | III LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 34060.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Delivery Hero SE_DHER |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DHER GY Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -79.31000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6281.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | First Capital Real Estate Inve_FCR-U |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FCR-U CT E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -75.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1198.28000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | IPG Photonics Corp_IPGP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IPGP UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -26.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3779.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fortescue Metals Group Ltd_FMG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FMG AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -418.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3147.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Japan Airlines Co Ltd_9201 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9201 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1672.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 52275.38000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Coca-Cola HBC AG_CCH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CCH LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 32082.95000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kansas City Southern_KSU |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KSU UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 294.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 45070.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Flughafen Zurich AG_FHZN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FHZN SE Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 140.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 25706.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Canadian Apartment Properties_CAR-U |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CAR-U CT E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 417.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 17052.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Henkel AG & Co KGaA_HEN3 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HEN3 GY Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 690.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 71465.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CSL AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -317.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -61524.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Idemitsu Kosan Co Ltd_5019 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 5019 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -137.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3831.57000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | J Sainsbury PLC_SBRY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SBRY LN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -12.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3774.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Arconic Inc_ARNC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ARNC UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4710.45000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 144940.50000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Harmonic Drive Systems Inc_6324 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6324 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 317.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 15402.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KEY UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4811.56000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 97385.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Daiwa House REIT Investment Co_8984 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8984 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1.31000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3412.62000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hermes International_RMS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RMS FP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -22.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -16584.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Knight-Swift Transportation Ho_KNX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KNX UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -89.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3209.48000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Masimo Corp_MASI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MASI UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 551.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 87151.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Itochu Techno-Solutions Corp_4739 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4739 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -67.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1902.12000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nordea Bank Abp_NDA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NDA SS Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2268.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -18332.33000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Match Group Inc_MTCH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MTCH UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1234.68000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 101379.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EVR LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3.56000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1904.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DEC FP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -59.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1838.71000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | First Quantum Minerals Ltd_FM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FM CT Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -482.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4902.85000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Melco Resorts & Entertainment_MLCO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MLCO UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -147.16000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3556.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kyushu Railway Co_9142 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9142 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 751.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 25244.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | DISH Network Corp_DISH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DISH UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 262.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 9303.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Applied Materials Inc_AMAT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AMAT UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -646.85000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -39484.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4452 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -337.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -28029.50000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Analog Devices Inc_ADI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ADI UW Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -258.68000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -30740.95000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mitsubishi Corp_8058 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8058 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -946.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -25255.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Deutsche Telekom AG_DTE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DTE GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2333.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -38171.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FLEX UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -360.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4548.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | McDonald's Holdings Co Japan L_2702 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2702 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 134.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 6471.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Marvell Technology Group Ltd_MRVL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MRVL UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -439.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -11678.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Davide Campari-Milano SpA_CPR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CPR IM Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -406.70000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3716.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MKL UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -9.68000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -11065.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Koninklijke Philips NV_PHIA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PHIA NA Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -633.92000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -30967.53000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Duke Energy Corp_DUK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DUK UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -510.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -46535.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Champion REIT_2778 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2778 HK Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4658.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 3079.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Metro Inc/CN_MRU |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MRU CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 758.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 31351.97000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | DuPont de Nemours Inc_DD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DD UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -522.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -33513.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | MonotaRO Co Ltd_3064 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 3064 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -87.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2359.39000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Erste Group Bank AG_EBS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EBS AV Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -210.68000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7936.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nielsen Holdings PLC_NLSN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NLSN UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -249.06000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5055.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | MarketAxess Holdings Inc_MKTX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MKTX UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 210.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 79965.01000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | COTY UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8113.45000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 91276.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | BeiGene Ltd_BGNE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BGNE UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -25.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4185.54000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fisher & Paykel Healthcare Cor_FPH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FPH NZ Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1220.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 18277.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Konami Holdings Corp_9766 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9766 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -65.32000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2695.57000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AO Smith Corp_AOS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AOS UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -96.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4615.33000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Marsh & McLennan Cos Inc_MMC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MMC UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -354.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -39499.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Evonik Industries AG_EVK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EVK GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -130.53000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3986.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | American Electric Power Co Inc_AEP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AEP UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -345.78000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -32679.50000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mitsubishi UFJ Financial Group_8306 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8306 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8613.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -47017.80000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Beiersdorf AG_BEI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BEI GY Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 681.78000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 81619.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | McKesson Corp_MCK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MCK UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -129.48000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -17909.45000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Macquarie Group Ltd_MQG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MQG AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -226.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -21941.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FISV UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -404.56000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -46778.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | National Grid PLC_NG/ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NG/ LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -24.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -30488.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Banca Mediolanum SpA_BMED |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BMED IM Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2875.36000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 28580.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Lam Research Corp_LRCX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LRCX UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 147.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 43119.77000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Guardant Health Inc_GH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GH UW Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 202.11000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 15792.87000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kirkland Lake Gold Ltd_KL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KL CT Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 676.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 29856.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Meridian Energy Ltd_MEL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MEL NZ Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3329.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11232.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Dentsu Group Inc_4324 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4324 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -151.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5261.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BKIA SQ Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -859.76000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1836.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Baloise Holding AG_BALN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BALN SE Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 223.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 40410.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LKQ UW Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2020.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 72127.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | MEIJI Holdings Co Ltd_2269 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2269 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -80.19000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5445.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AvalonBay Communities Inc_AVB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AVB UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -97.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -20507.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NRG Energy Inc_NRG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NRG UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -177.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7041.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Aurora Cannabis Inc_ACB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ACB CT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -500.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1075.77000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hennes & Mauritz AB_HMB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HMB SS Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -562.56000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -11446.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ATO FP Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 103.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 8630.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GRF SQ Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -208.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7369.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | B4B GY Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1352.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 21783.78000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Caltex Australia Ltd_CTX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CTX AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -84.32000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2012.39000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Olympus Corp_7733 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7733 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -815.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -12681.78000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nissin Foods Holdings Co Ltd_2897 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2897 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 44.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 3343.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ELE SQ Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 429.45000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11468.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Autodesk Inc_ADSK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ADSK UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -153.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -28213.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | BAE Systems PLC_BA/ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BA/ LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -22.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -16786.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Newmont Corp_NEM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NEM UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -574.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -24945.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MNDI LN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3.40000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7983.78000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hologic Inc_HOLX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HOLX UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -72.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3766.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mitsubishi Gas Chemical Co Inc_4182 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4182 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -112.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1729.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bio-Rad Laboratories Inc_BIO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BIO UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 386.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 143184.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nordson Corp_NDSN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NDSN UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 83.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 13562.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CCL Industries Inc_CCL/B |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CCL/B CT E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -104.90000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4475.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OMV AV Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 742.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 41743.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Novozymes A/S_NZYMB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NZYMB DC E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -149.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7322.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | EssilorLuxottica SA_EL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EL FP Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -198.48000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -30255.66000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hargreaves Lansdown PLC_HL/ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HL/ LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1.99000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5108.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | General Electric Co_GE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GE UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -6111.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -68199.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KEY CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1458.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 38275.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Genuine Parts Co_GPC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GPC UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -24.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2616.78000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | ING Groep NV_INGA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | INGA NA Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2728.50000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -32734.53000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Berkshire Hathaway Inc_BRK/B |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BRK/B UN E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -922.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -208883.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Caesars Entertainment Corp_CZR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CZR UW Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11869.70000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 161427.87000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6645 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -134.84000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7965.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Benesse Holdings Inc_9783 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9783 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -50.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1328.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Chevron Corp_CVX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CVX UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -989.24000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -119213.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GFC FP Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 82.68000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 14811.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Oracle Corp Japan_4716 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4716 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -26.92000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2464.41000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | JXTG Holdings Inc_5020 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 5020 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2215.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -10150.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Obayashi Corp_1802 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 1802 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2419.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 27095.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CAE CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 102.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 2707.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Best Buy Co Inc_BBY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BBY UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 158.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 13954.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kintetsu Group Holdings Co Ltd_9041 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9041 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -120.16000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6545.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Illumina Inc_ILMN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ILMN UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -102.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -34148.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ORI AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -266.50000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4117.61000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Essex Property Trust Inc_ESS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ESS UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -46.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -13847.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Burlington Stores Inc_BURL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BURL UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 142.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 32465.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CK Hutchison Holdings Ltd_1 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 1 HK Equit_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1890.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -18024.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Keurig Dr Pepper Inc_KDP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KDP UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1249.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36161.22000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Euronet Worldwide Inc_EEFT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EEFT UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 658.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 103747.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | KBC Group NV_KBC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KBC BB Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -174.85000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -13161.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Canadian National Railway Co_CNR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CNR CT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -502.85000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -45551.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Jefferies Financial Group Inc_JEF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JEF UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -178.56000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3815.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Procter & Gamble Co/The_PG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PG UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1752.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -218882.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Liberty Global PLC_LBTYK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LBTYK UW E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -291.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6346.78000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Parkland Fuel Corp_PKI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PKI CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 795.32000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 29261.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kingfisher PLC_KGF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KGF LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -14.78000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4247.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Leonardo SpA_LDO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LDO IM Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3428.53000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 40217.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Chocoladefabriken Lindt & Spru_LISP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LISP SE Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 22973.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Pennon Group PLC_PNN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PNN LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3.92000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5327.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ricoh Co Ltd_7752 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7752 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -469.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5149.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cincinnati Financial Corp_CINF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CINF UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1275.45000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 134113.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kyocera Corp_6971 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6971 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -224.76000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -15470.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | L UN Equit_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -190.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -10002.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kimco Realty Corp_KIM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KIM UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7300.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 151190.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Asahi Group Holdings Ltd_2502 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2502 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -114.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5271.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Dollarama Inc_DOL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DOL CT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -138.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4768.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PCAR UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1667.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 131879.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Chocoladefabriken Lindt & Spru_LISN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LISN SE Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -0.07000000 |
| 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. | Merlin Properties Socimi SA_MRL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MRL SQ Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2281.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 32757.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Seiko Epson Corp_6724 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6724 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -195.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2983.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NXP Semiconductors NV_NXPI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NXPI UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -195.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -24840.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Live Nation Entertainment Inc_LYV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LYV UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 168.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 12012.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Barry Callebaut AG_BARN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BARN SE Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20.49000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 45244.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Smurfit Kappa Group PLC_SKG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SKG ID Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -158.16000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6082.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Marriott International Inc/MD_MAR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MAR UW Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -196.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -29685.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Partners Group Holding AG_PGHN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PGHN SE Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 29.85000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 27355.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Comcast Corp_CMCSA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CMCSA UW E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1962.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -88248.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Medibank Pvt Ltd_MPL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MPL AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17918.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 39802.97000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CCO CT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -277.16000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2466.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Smiths Group PLC_SMIN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SMIN LN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -0.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -602.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FIE GY Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 104.28000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 8428.03000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mapletree Logistics Trust_MLT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MLT SP Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20823.53000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 26946.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | ACADIA Pharmaceuticals Inc_ACAD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ACAD UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 240.31000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 10280.54000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | St James's Place PLC_STJ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | STJ LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3.73000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5747.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sensata Technologies Holding P_ST |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ST UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -62.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3343.45000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hewlett Packard Enterprise Co_HPE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HPE UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2043.69000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 32412.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | McDonald's Corp_MCD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MCD UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -531.80000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -105088.57000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Keyence Corp_6861 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6861 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -127.73000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -45238.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | PerkinElmer Inc_PKI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PKI UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -77.78000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7552.50000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | InterContinental Hotels Group_IHG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IHG LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1.21000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8354.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SSE LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 56.58000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 107817.78000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Royal Bank of Canada_RY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RY CT Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1004.12000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -79563.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kikkoman Corp_2801 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2801 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -101.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5031.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | BlueScope Steel Ltd_BSL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BSL AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1974.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 20903.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Prysmian SpA_PRY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PRY IM Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -168.99000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4076.48000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SRG IM Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1426.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7502.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | JD Sports Fashion PLC_JD/ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JD/ LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 43.53000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 48286.48000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kinden Corp_1944 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 1944 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 255.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 3995.53000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sugi Holdings Co Ltd_7649 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7649 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 368.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 19529.50000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Capgemini SE_CAP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CAP FP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -111.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -13604.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mitsubishi Tanabe Pharma Corp_4508 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4508 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -50.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -926.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | QBE Insurance Group Ltd_QBE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | QBE AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5924.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 53643.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Constellation Software Inc/Can_CSU |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CSU CT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -14.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -13710.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Brambles Ltd_BXB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BXB AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1108.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9128.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | National Australia Bank Ltd_NAB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NAB AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2018.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -34953.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Regions Financial Corp_RF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RF UN Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2395.84000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 41112.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Stanley Black & Decker Inc_SWK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SWK UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -106.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -17611.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | TD Ameritrade Holding Corp_AMTD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AMTD UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -192.05000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9544.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | BT Group PLC_BT/A |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BT/A LN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1.74000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -444.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Japan Post Insurance Co Ltd_7181 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7181 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -157.58000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2699.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Renesas Electronics Corp_6723 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6723 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -536.56000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3702.97000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | LyondellBasell Industries NV_LYB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LYB UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -187.80000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -17743.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fletcher Building Ltd_FBU |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FBU NZ Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -597.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2051.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Paychex Inc_PAYX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PAYX UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1491.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 126893.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Tokyo Electric Power Co Holdin_9501 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9501 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13995.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 60141.22000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Seven Bank Ltd_8410 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8410 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5030.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 16571.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Thomson Reuters Corp_TRI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TRI CT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -140.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -10055.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Stora Enso Oyj_STERV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | STERV FH E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -407.36000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5928.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BN FP Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -123.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -10219.63000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hoshizaki Corp_6465 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6465 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -38.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3408.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Resona Holdings Inc_8308 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8308 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1464.71000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6455.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BIIB UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -106.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -31693.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Magna International Inc_MG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MG CT Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1090.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 59849.80000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | MGM Resorts International_MGM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MGM UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -346.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -11540.38000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TRYG DC Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 76.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 2278.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | thyssenkrupp AG_TKA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TKA GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -283.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3829.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Central Japan Railway Co_9022 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9022 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -100.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -20441.33000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | New World Development Co Ltd_17 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 17 HK Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4296.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5888.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cooper Cos Inc/The_COO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | COO UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 253.32000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 81390.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | MISUMI Group Inc_9962 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9962 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -198.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4977.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Citrix Systems Inc_CTXS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CTXS UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -91.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -10165.50000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nintendo Co Ltd_7974 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7974 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -78.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -31708.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | IDP Education Ltd_IEL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IEL AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1102.56000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 13307.48000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Discover Financial Services_DFS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DFS UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -222.85000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -18901.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | VICI Properties Inc_VICI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VICI UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3707.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 94735.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | TE Connectivity Ltd_TEL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TEL UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1174.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 112524.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FR FP Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 16.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 568.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Galaxy Entertainment Group Ltd_27 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 27 HK Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1516.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -11174.87000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NOKIA FH E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3946.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -14601.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NVIDIA Corp_NVDA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NVDA UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -405.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -95326.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Deutsche Boerse AG_DB1 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DB1 GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -133.05000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -20930.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | ViacomCBS Inc_VIAC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VIAC UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -394.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -16543.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sage Group PLC/The_SGE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SGE LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -7.62000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7563.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nabtesco Corp_6268 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6268 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 365.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 10975.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MF FP Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1301.97000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EPIB SS Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -273.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3239.50000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NESTE FH E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2116.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 73707.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CK Infrastructure Holdings Ltd_1038 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 1038 HK Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3222.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 22930.50000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Vifor Pharma AG_VIFN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VIFN SE Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 70.71000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 12899.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Obic Co Ltd_4684 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4684 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -45.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6157.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Tractor Supply Co_TSCO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TSCO UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1217.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 113744.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | JPMorgan Chase & Co_JPM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JPM UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1257.45000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -175288.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 3401 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 973.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 18319.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RAA GY Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5.53000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4453.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | MS&AD Insurance Group Holdings_8725 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8725 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2213.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 73542.41000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Singapore Telecommunications L_ST |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ST SP Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5717.21000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -14328.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VTR UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -260.90000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -15064.41000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | GCI Liberty Inc_GLIBA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GLIBA UW E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1001.69000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 70969.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WRK UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -180.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7732.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Tabcorp Holdings Ltd_TAH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TAH AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4081.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 12997.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Wynn Macau Ltd_1128 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 1128 HK Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1895.12000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4669.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WDI GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -82.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9918.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6762 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -90.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -10345.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kroger Co/The_KR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KR UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -559.36000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -16215.71000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Xylem Inc/NY_XYL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | XYL UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -126.06000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9932.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OKTA UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -74.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8611.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | TechnipFMC PLC_FTI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FTI UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -297.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6368.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | WiseTech Global Ltd_WTC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WTC AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -100.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1647.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Carlisle Cos Inc_CSL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CSL UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 921.85000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 149192.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Teva Pharmaceutical Industries_TEVA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TEVA UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -765.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7501.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hubbell Inc_HUBB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HUBB UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 425.92000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 62959.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Equity Residential_EQR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EQR UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -259.69000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -21013.97000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RF FP Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 125.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 8562.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Tokio Marine Holdings Inc_8766 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8766 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2145.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 120788.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Tyson Foods Inc_TSN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TSN UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1558.91000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 141922.80000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Wilmar International Ltd_WIL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WIL SP Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12649.28000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 38757.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Yaskawa Electric Corp_6506 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6506 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -168.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6449.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Yokogawa Electric Corp_6841 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6841 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -159.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2838.04000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nagoya Railroad Co Ltd_9048 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9048 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -88.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2749.87000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UNA NA Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1027.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -59093.12000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | UOL Group Ltd_UOL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UOL SP Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 976.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 6042.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | General Motors Co_GM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GM UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -899.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -32932.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kansai Paint Co Ltd_4613 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4613 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -124.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3056.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Royal Gold Inc_RGLD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RGLD UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 60.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 7417.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ferrovial SA_FER |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FER SQ Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 645.68000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 19547.31000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CyberAgent Inc_4751 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4751 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -70.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2486.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ORNBV FH E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -73.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3387.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Gildan Activewear Inc_GIL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GIL CT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -142.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4222.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | United Utilities Group PLC_UU/ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UU/ LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5967.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nippon Shinyaku Co Ltd_4516 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4516 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 429.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 37404.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Newcrest Mining Ltd_NCM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NCM AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -538.12000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -11442.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Schibsted ASA_SCHB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SCHB NO Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -68.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1966.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6902 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -303.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -13867.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | WR Berkley Corp_WRB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WRB UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 318.12000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 21982.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | PALTAC CORPORATION_8283 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8283 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 79.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 3812.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FP FP Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1680.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -92816.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Naturgy Energy Group SA_NTGY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NTGY SQ Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -206.74000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5198.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Compass Group PLC_CPG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CPG LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -11.11000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -27813.61000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DG FP Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -357.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -39744.66000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Osaka Gas Co Ltd_9532 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9532 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 744.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 14326.85000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ENI IM Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1781.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -27686.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Wynn Resorts Ltd_WYNN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WYNN UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -67.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9418.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Scottish Mortgage Investment T_SMT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SMT LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 25.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 19475.12000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Walt Disney Co/The_DIS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DIS UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1261.41000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -182437.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SBI Holdings Inc/Japan_8473 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8473 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -165.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3528.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Xerox Holdings Corp_XRX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | XRX UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2626.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 96839.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | IHS Markit Ltd_INFO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | INFO UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -266.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -20105.28000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kyowa Kirin Co Ltd_4151 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4151 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -170.16000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4028.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sempra Energy_SRE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SRE UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -187.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -28328.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Yue Yuen Industrial Holdings L_551 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 551 HK Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2317.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 6841.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Zurich Insurance Group AG_ZURN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ZURN SE Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -104.76000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -42960.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Xinyi Glass Holdings Ltd_868 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 868 HK Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14897.11000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 19730.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Shimizu Corp_1803 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 1803 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 455.50000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4677.62000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Isuzu Motors Ltd_7202 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7202 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -386.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4615.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Iberdrola SA_IBE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IBE SQ Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1701.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -17528.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | S32 AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3500.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6642.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SJM Holdings Ltd_880 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 880 HK Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10427.06000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11869.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NGK Spark Plug Co Ltd_5334 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 5334 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -24.04000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Lamar Advertising Co_LAMR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LAMR UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 136.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 12199.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Owens Corning_OC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OC UN Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1477.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 96206.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nomura Research Institute Ltd_4307 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4307 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -237.78000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5115.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DE UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -209.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36291.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | PeptiDream Inc_4587 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4587 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -65.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3391.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | HSBC Holdings PLC_HSBA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HSBA LN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -141.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -110856.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Pearson PLC_PSON |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PSON LN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4295.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Prologis Inc_PLD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PLD UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -441.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -39395.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ocado Group PLC_OCDO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OCDO LN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5452.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Inter Pipeline Ltd_IPL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IPL CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1355.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 23557.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kirin Holdings Co Ltd_2503 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2503 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -576.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -12667.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PVH UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -52.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5515.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Rakuten Inc_4755 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4755 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -602.73000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5185.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Acuity Brands Inc_AYI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AYI UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -27.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3855.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | QIA GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -158.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5434.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IG IM Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3920.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 23956.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | REP SQ Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1733.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 27107.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Schlumberger Ltd_SLB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SLB UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -968.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -38931.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Targa Resources Corp_TRGP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TRGP UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -163.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6655.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Roper Technologies Inc_ROP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ROP UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -72.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -25797.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Jones Lang LaSalle Inc_JLL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JLL UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 56.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 9911.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Randstad NV_RAND |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RAND NA Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 353.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 21573.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NICE IT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -0.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6746.78000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Anglo American PLC_AAL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AAL LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 48.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 139408.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SEI Investments Co_SEIC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SEIC UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 919.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 60230.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Schindler Holding AG_SCHN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SCHN SE Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -14.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3451.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Demant A/S_DEMANT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DEMANT DC_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -77.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2435.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Continental Resources Inc/OK_CLR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CLR UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -65.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2248.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Shopify Inc_SHOP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SHOP CT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -70.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -27973.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cellnex Telecom SA_CLNX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CLNX SQ Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 937.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 40369.57000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | RPM International Inc_RPM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RPM UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -18.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1429.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | E*TRADE Financial Corp_ETFC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ETFC UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -167.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7618.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Telefonaktiebolaget LM Ericsso_ERICB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ERICB SS E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2151.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -18744.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ECA CT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -909.70000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4265.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fortis Inc/Canada_FTS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FTS CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 984.31000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 40897.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Signature Bank/New York NY_SBNY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SBNY UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -38.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5280.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Dominion Energy Inc_D |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | D UN Equit_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -575.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -47666.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Antofagasta PLC_ANTO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ANTO LN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 26.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 32145.61000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EO FP Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -53.16000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2866.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Lamb Weston Holdings Inc_LW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LW UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -102.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8775.73000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Essity AB_ESSITYB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ESSITYB SS_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2316.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 74683.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Shimamura Co Ltd_8227 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8227 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 308.49000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 23617.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Roche Holding AG_RO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RO SE Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 44.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 14046.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Konica Minolta Inc_4902 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4902 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -316.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2078.41000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sohgo Security Services Co Ltd_2331 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2331 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -12.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -686.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fortinet Inc_FTNT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FTNT UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 182.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 19460.95000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Scentre Group_SCG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SCG AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3723.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -10023.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | JM Smucker Co/The_SJM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SJM UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -79.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8315.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GMAB DC Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 250.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 55653.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9005 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -350.05000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6503.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9008 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -72.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4380.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Alphabet Inc_GOOGL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GOOGL UW E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -125.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -167627.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fidelity National Information_FIS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FIS UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -429.56000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -59747.77000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kerry Group PLC_KYG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KYG ID Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -75.90000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9465.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Schroders PLC_SDR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SDR LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -0.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3844.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Israel Chemicals Ltd_ICL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ICL IT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2319.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GGG UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 872.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 45345.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ascendas Real Estate Investmen_AREIT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AREIT SP E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -761.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1682.66000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | H&R Real Estate Investment Tru_HR-U |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HR-U CT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 762.36000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 12404.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GLW UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -352.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -10266.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Tokyo Tatemono Co Ltd_8804 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8804 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 334.06000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5253.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DUFN SE Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -28.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2808.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Southwest Airlines Co_LUV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LUV UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 97.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5252.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sumitomo Chemical Co Ltd_4005 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4005 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1043.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4780.87000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Telefonica Deutschland Holding_O2D |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | O2D GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -624.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1812.48000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Suncorp Group Ltd_SUN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SUN AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -882.90000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8043.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CB UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -319.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -49676.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Johnson Matthey PLC_JMAT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JMAT LN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1.36000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5378.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SKAB SS Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1445.58000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 32691.71000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Toyota Motor Corp_7203 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7203 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1599.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -113531.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | APA AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -826.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6446.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Vitasoy International Holdings_345 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 345 HK Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4736.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 17174.38000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mohawk Industries Inc_MHK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MHK UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -42.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5856.95000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Subaru Corp_7270 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7270 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3833.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 95728.03000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Millicom International Cellula_TIGO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TIGO SS Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -67.68000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3243.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Trade Desk Inc/The_TTD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TTD UQ Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 16.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4175.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | American Financial Group Inc/O_AFG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AFG UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -53.53000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5870.03000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Electronic Arts Inc_EA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EA UW Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -189.99000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -20425.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sundrug Co Ltd_9989 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9989 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 529.16000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 19257.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kawasaki Heavy Industries Ltd_7012 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7012 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -99.45000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2203.54000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hino Motors Ltd_7205 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7205 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -201.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2151.03000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Equinor ASA_EQNR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EQNR NO Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -701.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -14007.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Southern Co/The_SO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SO UN Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1136.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 72418.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Tokyu Fudosan Holdings Corp_3289 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 3289 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -428.45000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2976.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Castellum AB_CAST |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CAST SS Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1063.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 24986.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ENG SQ Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -174.28000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4448.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | M&T Bank Corp_MTB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MTB UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -88.92000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -15094.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CBRE Group Inc_CBRE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CBRE UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 314.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 19283.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Tapestry Inc_TPR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TPR UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -200.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5417.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Manulife Financial Corp_MFC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MFC CT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1370.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -27862.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Tokyo Electron Ltd_8035 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8035 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -109.90000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -24195.53000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Electrolux AB_ELUXB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ELUXB SS E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -157.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3878.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Swiss Re AG_SREN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SREN SE Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -206.34000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -23161.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | United Urban Investment Corp_8960 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8960 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3886.38000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Advance Auto Parts Inc_AAP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AAP UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -49.99000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8006.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | GlaxoSmithKline PLC_GSK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GSK LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -34.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -82325.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EXO IM Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -27.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2124.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Lululemon Athletica Inc_LULU |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LULU UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 50.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11680.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sumitomo Heavy Industries Ltd_6302 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6302 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -77.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2230.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Under Armour Inc_UA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UA UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -136.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2610.33000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Freeport-McMoRan Inc_FCX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FCX UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1015.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -13329.66000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ubisoft Entertainment SA_UBI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UBI FP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -59.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4090.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fukuoka Financial Group Inc_8354 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8354 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -120.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2333.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MAP SQ Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1693.60000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4486.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Aeon Co Ltd_8267 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8267 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -457.92000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9503.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LIN UN Equ_S |
| iii. Number 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. | -80592.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Genting Singapore Ltd_GENS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GENS SP Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 26594.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 18195.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Toshiba Corp_6502 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6502 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -346.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -11817.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Heineken Holding NV_HEIO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HEIO NA Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -80.68000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7824.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 3938 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -42.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2076.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Husqvarna AB_HUSQB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HUSQB SS E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -292.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2345.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Flowserve Corp_FLS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FLS UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -91.85000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4571.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Amadeus IT Group SA_AMS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AMS SQ Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -301.99000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -24678.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mercari Inc_4385 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4385 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -53.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1095.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | WEC Energy Group Inc_WEC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WEC UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1383.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 127629.04000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | G UN Equit_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2787.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 117528.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mitsubishi Chemical Holdings C_4188 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4188 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -896.56000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6744.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HOT GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -17.31000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2209.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | iA Financial Corp Inc_IAG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IAG CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 665.53000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36608.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Merck & Co Inc_MRK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MRK UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -219.21000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -19936.73000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | F5 Networks Inc_FFIV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FFIV UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 426.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 59567.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hitachi Ltd_6501 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6501 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -677.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -28832.28000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | L3Harris Technologies Inc_LHX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LHX UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -156.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -30937.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | ABIOMED Inc_ABMD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ABMD UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -31.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5420.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Imperial Oil Ltd_IMO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IMO CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1166.34000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 30895.45000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mosaic Co/The_MOS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MOS UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -256.69000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5554.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Healthpeak Properties Inc_PEAK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PEAK UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -343.90000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -11854.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Coca-Cola Co/The_KO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KO UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2844.56000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -157446.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LEN UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -114.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6389.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nitto Denko Corp_6988 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6988 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -111.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6321.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Neurocrine Biosciences Inc_NBIX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NBIX UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -60.92000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6548.48000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NTT Data Corp_9613 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9613 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -441.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5965.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Iron Mountain Inc_IRM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IRM UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -201.05000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6407.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Pan Pacific International Hold_7532 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7532 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -310.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5172.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Melco International Developmen_200 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 200 HK Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4117.60000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11573.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ingenico Group SA_ING |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ING FP Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 569.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 61866.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AGNC Investment Corp_AGNC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AGNC UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6735.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 119078.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Credit Suisse Group AG_CSGN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CSGN SE Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1789.84000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -24222.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ionis Pharmaceuticals Inc_IONS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IONS UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 765.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 46217.66000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | PulteGroup Inc_PHM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PHM UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2924.50000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 113470.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ralph Lauren Corp_RL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RL UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -36.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4255.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IPN FP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -26.41000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2342.04000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Deutsche Wohnen SE_DWNI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DWNI GY Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -251.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -10297.31000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Japan Airport Terminal Co Ltd_9706 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9706 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 336.99000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 18884.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bandai Namco Holdings Inc_7832 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7832 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 363.73000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 22193.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 1605 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -716.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7496.04000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CVS Health Corp_CVS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CVS UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -910.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -67653.50000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | ITOCHU Corp_8001 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8001 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -943.34000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -22000.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Jardine Cycle & Carriage Ltd_JCNC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JCNC SP Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -69.19000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1548.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Glencore PLC_GLEN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GLEN LN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -75.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -23672.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Japan Tobacco Inc_2914 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2914 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -840.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -18808.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6146 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -18.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4497.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | MercadoLibre Inc_MELI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MELI UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -31.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -17917.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Jardine Matheson Holdings Ltd_JM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JM SP Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -155.11000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8624.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kyowa Exeo Corp_1951 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 1951 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 69.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1758.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Leggett & Platt Inc_LEG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LEG UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -92.06000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4679.48000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | East West Bancorp Inc_EWBC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EWBC UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -101.92000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4963.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LEA UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -40.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5571.77000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NagaCorp Ltd_3918 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 3918 HK Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5234.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 9136.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Liberty Global PLC_LBTYA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LBTYA UW E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -114.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2597.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | V UN Equit_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1209.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -227228.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mapletree Industrial Trust_MINT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MINT SP Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10503.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 20308.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Leidos Holdings Inc_LDOS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LDOS UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1598.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 156429.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Wolters Kluwer NV_WKL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WKL NA Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -195.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -14295.61000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MAS UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1679.56000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 80602.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | WSP Global Inc_WSP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WSP CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 214.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 14632.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Reinsurance Group of America I_RGA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RGA UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 326.31000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 53207.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mitsubishi Motors Corp_7211 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7211 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -469.60000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1979.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Marathon Petroleum Corp_MPC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MPC UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -460.99000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -27774.38000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Maruichi Steel Tube Ltd_5463 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 5463 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -39.49000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1119.31000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ECL UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -181.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -34998.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Reckitt Benckiser Group PLC_RB/ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RB/ LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -40328.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mediobanca Banca di Credito Fi_MB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MB IM Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9351.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 103017.31000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KN FP Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -662.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2942.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UG FP Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -72.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1729.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Newell Brands Inc_NWL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NWL UW Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -281.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5413.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ONEX CT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -59.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3772.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nippon Prologis REIT Inc_3283 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 3283 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1.40000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3556.22000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Phoenix Group Holdings PLC_PHNX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PHNX LN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 8074.31000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Woodside Petroleum Ltd_WPL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WPL AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -655.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -15842.62000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DAI GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -636.78000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -35288.80000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RMD UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 245.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 37974.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Norwegian Cruise Line Holdings_NCLH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NCLH UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 615.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35978.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ramsay Health Care Ltd_RHC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RHC AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -7.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -368.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WOR AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -236.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2542.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Enbridge Inc_ENB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ENB CT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1417.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -56424.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Worldline SA/France_WLN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WLN FP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -70.34000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4986.31000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | OGE Energy Corp_OGE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OGE UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1850.58000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 82295.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | METSO FH E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 191.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 7547.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Thermo Fisher Scientific Inc_TMO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TMO UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -280.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -91103.80000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UGI UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -146.21000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6603.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Tokyo Century Corp_8439 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8439 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -29.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1607.66000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Regeneron Pharmaceuticals Inc_REGN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | REGN UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 103.69000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 38935.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Yakult Honsha Co Ltd_2267 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2267 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -83.84000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4652.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | EOG Resources Inc_EOG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EOG UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -406.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -34039.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TWLO UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -80.85000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7946.28000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Raiffeisen Bank International_RBI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RBI AV Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 336.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 8455.54000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | National Retail Properties Inc_NNN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NNN UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 694.11000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 37218.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Universal Display Corp_OLED |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OLED UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 194.05000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 39987.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Shaw Communications Inc_SJR/B |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SJR/B CT E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 558.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11338.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Restaurant Brands Internationa_QSR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | QSR CT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -186.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -11880.04000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mitsubishi Heavy Industries Lt_7011 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7011 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -224.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8772.62000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Rio Tinto Ltd_RIO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RIO AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 46.56000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 3285.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 66 HK Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1077.68000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6369.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Roche Holding AG_ROG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ROG SE Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -154.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -50105.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | S&P Global Inc_SPGI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SPGI UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -172.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -47093.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Contact Energy Ltd_CEN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CEN NZ Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2728.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 13124.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Rogers Communications Inc_RCI/B |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RCI/B CT E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -252.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -12558.73000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Oriental Land Co Ltd/Japan_4661 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4661 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -140.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -19178.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Expedia Group Inc_EXPE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EXPE UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -98.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -10612.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mondelez International Inc_MDLZ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MDLZ UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1009.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -55623.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Occidental Petroleum Corp_OXY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OXY UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -626.36000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -25812.12000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EDEN FP Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -170.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8812.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BCE CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2896.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 134390.53000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Northrop Grumman Corp_NOC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NOC UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -112.56000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -38716.01000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Shimano Inc_7309 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7309 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -51.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8493.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Makita Corp_6586 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6586 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -156.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5499.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SPLK UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -105.16000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -15749.39000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Goldman Sachs Group Inc/The_GS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GS UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -226.60000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -52103.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Shiseido Co Ltd_4911 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4911 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -280.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -20057.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nokian Renkaat Oyj_TYRES |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TYRES FH E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -87.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2518.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sekisui House Ltd_1928 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 1928 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -292.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6279.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Insurance Australia Group Ltd_IAG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IAG AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1618.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8713.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Skyworks Solutions Inc_SWKS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SWKS UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -59.24000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7160.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sompo Holdings Inc_8630 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8630 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -122.24000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4836.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Givaudan SA_GIVN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GIVN SE Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -6.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -20238.33000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Pargesa Holding SA_PARG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PARG SE Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 82.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 6864.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Meggitt PLC_MGGT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MGGT LN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 20463.63000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Pirelli & C SpA_PIRC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PIRC IM Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -280.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1616.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EVRG UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1121.06000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 72970.12000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Parker-Hannifin Corp_PH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PH UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -89.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -18511.63000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Poste Italiane SpA_PST |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PST IM Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5037.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 57221.63000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Pinnacle West Capital Corp_PNW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PNW UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -17.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1575.62000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AAPL UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2836.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -832905.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Yara International ASA_YAR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | YAR NO Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -123.99000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5152.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | L E Lundbergforetagen AB_LUNDB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LUNDB SS E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 262.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11536.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8591 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -927.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -15457.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Invitation Homes Inc_INVH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | INVH UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -376.51000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -11283.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | IAC/InterActiveCorp_IAC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IAC UW Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 202.85000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 50532.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Securitas AB_SECUB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SECUB SS E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -219.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3781.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sharp Corp/Japan_6753 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6753 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -149.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2312.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hella GmbH & Co KGaA_HLE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HLE GY Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 366.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 20322.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Koninklijke Vopak NV_VPK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VPK NA Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 200.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 10886.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Severn Trent PLC_SVT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SVT LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5549.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | American Tower Corp_AMT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AMT UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -309.99000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -71241.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USB UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 452.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 26856.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WMT UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 310.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36842.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Husky Energy Inc_HSE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HSE CT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -246.34000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1979.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Flutter Entertainment PLC_FLTR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FLTR ID Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 247.70000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 30125.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Insulet Corp_PODD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PODD UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 151.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 25999.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Japan Retail Fund Investment C_8953 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8953 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3935.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SAP CT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -135.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4195.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Liberty Media Corp-Liberty Sir_LSXMK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LSXMK UW E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1660.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 79917.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Shizuoka Bank Ltd/The_8355 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8355 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -317.80000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2392.12000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Lennox International Inc_LII |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LII UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -24.41000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5954.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LR FP Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -186.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -15233.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Singapore Technologies Enginee_STE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | STE SP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1093.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3203.38000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SMC Corp/Japan_6273 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6273 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -40.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -18555.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Isetan Mitsukoshi Holdings Ltd_3099 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 3099 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -235.58000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2133.03000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Honda Motor Co Ltd_7267 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7267 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1141.60000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -32554.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Straumann Holding AG_STMN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | STMN SE Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -7.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7093.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Stars Group Inc/The_TSGI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TSGI CT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -161.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4212.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | K UN Equit_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -178.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -12372.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Spark New Zealand Ltd_SPK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SPK NZ Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3917.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11443.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OR FP Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 279.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 82866.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Swiss Life Holding AG_SLHN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SLHN SE Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 244.36000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 122588.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SVB Financial Group_SIVB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SIVB UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -36.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9059.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4912 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1054.31000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 20615.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Swatch Group AG/The_UHR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UHR SE Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -20.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5649.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Microsoft Corp_MSFT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MSFT UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4132.70000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -651727.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MRK GY Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 863.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 102079.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Micron Technology Inc_MU |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MU UW Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -717.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -38571.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Taiyo Nippon Sanso Corp_4091 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4091 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -90.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2032.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | GrandVision NV_GVNV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GVNV NA Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 77.90000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 2397.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TLX GY Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 184.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 9146.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mitsubishi Electric Corp_6503 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6503 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1278.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -17622.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | TransDigm Group Inc_TDG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TDG UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 24.56000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 13753.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mitsubishi UFJ Lease & Finance_8593 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8593 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3310.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 21508.97000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | W UN Equit_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -43.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3897.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Under Armour Inc_UAA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UAA UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -131.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2845.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fairfax Financial Holdings Ltd_FFH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FFH CT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -18.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8851.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TUI LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3900.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NTAP UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -166.60000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -10370.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Union Pacific Corp_UNP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UNP UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -493.34000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -89191.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mitsui OSK Lines Ltd_9104 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9104 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -80.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2233.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Moncler SpA_MONC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MONC IM Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -126.45000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5687.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | UNITE Group PLC/The_UTG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UTG LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 10145.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nordstrom Inc_JWN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JWN UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -75.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3107.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Pandora A/S_PNDORA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PNDORA DC_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -70.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3048.39000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Universal Health Services Inc_UHS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UHS UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1038.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 149001.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | People's United Financial Inc_PBCT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PBCT UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -310.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5248.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Park24 Co Ltd_4666 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4666 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -81.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1998.73000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PRX NA Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -341.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -25488.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Vistra Energy Corp_VST |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VST UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -258.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5936.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | QRVO UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -82.48000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9586.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Welcia Holdings Co Ltd_3141 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 3141 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -33.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2112.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Republic Services Inc_RSG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RSG UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1481.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 132748.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Woolworths Group Ltd_WOW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WOW AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -881.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -22403.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Power Financial Corp_PWF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PWF CT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -186.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5011.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Remy Cointreau SA_RCO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RCO FP Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 167.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 20618.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Wharf Real Estate Investment C_1997 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 1997 HK Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -850.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5189.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ryohin Keikaku Co Ltd_7453 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7453 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -167.12000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3930.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SoftBank Group Corp_9984 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9984 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1097.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -48032.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sembcorp Industries Ltd_SCI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SCI SP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -688.45000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1172.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Spirit AeroSystems Holdings In_SPR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SPR UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -72.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5281.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Square Enix Holdings Co Ltd_9684 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9684 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -64.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3215.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Swedish Match AB_SWMA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SWMA SS Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 726.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 37491.73000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TEL2B SS E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -349.69000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5074.73000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sartorius AG_SRT3 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SRT3 GY Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -24.91000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5334.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HO FP Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -74.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7748.80000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NKE UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -876.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -88809.63000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6481 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 99.34000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 2712.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NESN SE Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2053.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -222176.45000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4042 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 650.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 10144.62000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TXT UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -161.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7186.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mercury NZ Ltd_MCY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MCY NZ Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2765.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 9423.54000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sumitomo Realty & Development_8830 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8830 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -233.36000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8185.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Wheelock & Co Ltd_20 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 20 HK Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -222.50000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1483.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Methanex Corp_MX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MX CT Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -45.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1753.95000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Philip Morris International In_PM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PM UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1089.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -92703.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kinder Morgan Inc/DE_KMI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KMI UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5915.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 125224.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Proximus SADP_PROX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PROX BB Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1294.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 37070.63000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SAMPO FH E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -310.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -13558.66000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Koito Manufacturing Co Ltd_7276 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7276 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 230.85000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 10833.33000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Shinsei Bank Ltd_8303 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8303 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1783.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 27481.38000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nomura Real Estate Master Fund_3462 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 3462 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4894.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Public Service Enterprise Grou_PEG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PEG UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1677.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 99084.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sega Sammy Holdings Inc_6460 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6460 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -121.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1765.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SNAP UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -502.40000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8204.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Quebecor Inc_QBR/B |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | QBR/B CT E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 22.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 566.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Royal Bank of Scotland Group P_RBS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RBS LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -33.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -10782.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Santen Pharmaceutical Co Ltd_4536 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4536 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -157.71000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3027.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Persimmon PLC_PSN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PSN LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7963.33000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NTT DOCOMO Inc_9437 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9437 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2473.51000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 69146.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ross Stores Inc_ROST |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ROST UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 889.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 103514.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Reliance Steel & Aluminum Co_RS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RS UN Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1113.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 133297.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Prudential Financial Inc_PRU |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PRU UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -281.50000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -26387.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kuraray Co Ltd_3405 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 3405 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -223.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2739.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Quest Diagnostics Inc_DGX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DGX UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1182.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 126325.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Maxim Integrated Products Inc_MXIM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MXIM UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -189.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -11684.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Rohto Pharmaceutical Co Ltd_4527 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4527 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 361.06000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11030.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Liberty Media Corp-Liberty Sir_LSXMA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LSXMA UW E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -61.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2959.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sankyo Co Ltd_6417 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6417 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 147.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4904.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PEP UW Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -856.73000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -117089.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Toromont Industries Ltd_TIH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TIH CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 86.49000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4708.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sekisui House Reit Inc_3309 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 3309 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 27.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 22925.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PPL UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -505.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -18146.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SESG FP Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -255.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3579.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Martin Marietta Materials Inc_MLM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MLM UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -23.34000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6527.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Seagate Technology PLC_STX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | STX UW Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2516.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 149740.80000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Societe Generale SA_GLE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GLE FP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -567.69000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -19763.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | RenaissanceRe Holdings Ltd_RNR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RNR UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 440.58000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 86361.80000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6758 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -890.53000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -60647.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6594 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -156.58000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -21619.31000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Siemens Healthineers AG_SHL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SHL GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -105.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5048.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nomura Holdings Inc_8604 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8604 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2324.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -12048.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sonova Holding AG_SOON |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SOON SE Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -19.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4369.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sumitomo Corp_8053 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8053 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -832.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -12436.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Swire Pacific Ltd_19 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 19 HK Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -348.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3239.38000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | salesforce.com Inc_CRM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CRM UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -583.41000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -94885.80000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TSCO LN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -68.58000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -23184.78000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Telecom Italia SpA/Milano_TIT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TIT IM Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -6387.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3989.41000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Veolia Environnement SA_VIE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VIE FP Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 685.32000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 18239.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Tobu Railway Co Ltd_9001 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9001 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -133.80000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4869.54000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TTC UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 577.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 45980.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Toppan Printing Co Ltd_7911 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7911 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2910.74000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 60558.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | UnipolSai Assicurazioni SpA_US |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | US IM Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7890.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 22939.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RTN UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -195.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -42858.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Veeva Systems Inc_VEEV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VEEV UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -91.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -12811.87000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Medipal Holdings Corp_7459 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7459 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 793.28000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 17613.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Transurban Group_TCL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TCL AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1898.56000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -19898.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Wells Fargo & Co_WFC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WFC UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2931.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -157692.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Shimadzu Corp_7701 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7701 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -155.49000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4921.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Suzuki Motor Corp_7269 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7269 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -257.90000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -10838.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Verisk Analytics Inc_VRSK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VRSK UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -108.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -16243.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | ServiceNow Inc_NOW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NOW UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -131.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -37059.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Washington H Soul Pattinson &_SOL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SOL AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -40.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | United Parcel Service Inc_UPS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UPS UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -489.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -57243.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sino Land Co Ltd_83 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 83 HK Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2148.11000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3120.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Whirlpool Corp_WHR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WHR UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -44.48000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6562.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Western Digital Corp_WDC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WDC UW Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 77.34000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4908.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SL Green Realty Corp_SLG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SLG UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -57.71000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5302.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Novartis AG_NOVN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NOVN SE Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1493.32000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -141721.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Orix JREIT Inc_8954 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8954 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 44868.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SIE GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -535.69000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -70076.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | O'Reilly Automotive Inc_ORLY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ORLY UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2.41000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1054.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hitachi High-Technologies Corp_8036 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8036 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 683.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 48710.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hong Kong Exchanges & Clearing_388 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 388 HK Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -836.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -27175.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Open Text Corp_OTEX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OTEX CT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 579.62000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 25576.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Guidewire Software Inc_GWRE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GWRE UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -57.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6314.03000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Laboratory Corp of America Hol_LH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LH UN Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 270.74000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 45801.33000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6471 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -250.91000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2403.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Murata Manufacturing Co Ltd_6981 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6981 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -402.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -24969.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mebuki Financial Group Inc_7167 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7167 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -619.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1595.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Norsk Hydro ASA_NHY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NHY NO Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -941.73000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3498.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | ON Semiconductor Corp_ON |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ON UW Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -287.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7007.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Palo Alto Networks Inc_PANW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PANW UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -67.21000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -15541.41000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Porsche Automobil Holding SE_PAH3 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PAH3 GY Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 657.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 49218.95000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Marathon Oil Corp_MRO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MRO UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -563.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7645.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | RioCan Real Estate Investment_REI-U |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | REI-U CT E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 431.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 8912.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NUE UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2507.49000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 141121.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nissan Chemical Corp_4021 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4021 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -87.50000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3699.50000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Takeda Pharmaceutical Co Ltd_4502 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4502 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1048.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -41801.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Rightmove PLC_RMV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RMV LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 36.41000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 30564.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Uber Technologies Inc_UBER |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UBER UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -130.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3894.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sealed Air Corp_SEE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SEE UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -108.21000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4309.85000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SKFB SS Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -266.34000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5388.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SNA UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 609.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 103252.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Singapore Exchange Ltd_SGX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SGX SP Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3771.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 24851.78000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UMI BB Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -138.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6718.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VIV FP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -598.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -17332.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sun Life Financial Inc_SLF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SLF CT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -413.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -18897.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | TC Energy Corp_TRP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TRP CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1053.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 56210.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sumitomo Mitsui Trust Holdings_8309 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8309 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 464.56000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 18539.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Singapore Press Holdings Ltd_SPH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SPH SP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1132.31000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1835.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nihon M&A Center Inc_2127 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2127 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 190.58000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 6602.41000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Volkswagen AG_VOW3 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VOW3 GY Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -129.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -25708.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | MINEBEA MITSUMI Inc_6479 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6479 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -254.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5326.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Waste Connections Inc_WCN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WCN UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -184.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -16762.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Secom Co Ltd_9735 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9735 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -147.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -13227.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Telstra Corp Ltd_TLS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TLS AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37340.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 92919.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ZTS UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 830.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 109919.45000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Teledyne Technologies Inc_TDY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TDY UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 421.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 146233.97000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 5332 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -99.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4233.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Teleflex Inc_TFX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TFX UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -24.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9201.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SS&C Technologies Holdings Inc_SSNC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SSNC UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -159.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9819.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Teradyne Inc_TER |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TER UW Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2003.12000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 136592.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Z Holdings Corp_4689 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4689 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1856.68000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7876.04000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | United Internet AG_UTDI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UTDI GY Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -86.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2830.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SATS SP Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2334.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 8783.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Toyo Seikan Group Holdings Ltd_5901 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 5901 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -99.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1729.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UNM UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -146.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4260.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Recruit Holdings Co Ltd_6098 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6098 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -950.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -35834.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Twitter Inc_TWTR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TWTR UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -185.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5943.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Take-Two Interactive Software_TTWO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TTWO UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -79.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9702.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9065 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 24.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1263.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VNA GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -360.74000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -19436.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | State Street Corp_STT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | STT UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -260.90000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -20636.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Knorr-Bremse AG_KBX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KBX GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -33.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3449.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WPP LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8.84000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -12484.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Softbank Corp_9434 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9434 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9919.49000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 133218.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Omnicom Group Inc_OMC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OMC UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 195.41000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 15832.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Varian Medical Systems Inc_VAR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VAR UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -63.76000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9055.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Taisei Corp_1801 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 1801 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -141.51000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5918.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Weyerhaeuser Co_WY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WY UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -521.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -15753.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Welltower Inc_WELL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WELL UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -283.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -23206.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | West Japan Railway Co_9021 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9021 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -42.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3689.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | US Foods Holding Corp_USFD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USFD UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2515.68000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 105381.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | STMicroelectronics NV_STM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | STM FP Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2801.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 75384.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hysan Development Co Ltd_14 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 14 HK Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 436.11000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1709.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Toyota Industries Corp_6201 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6201 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 764.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 44542.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | WH Group Ltd_288 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 288 HK Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 89216.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 92172.87000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PSX UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1081.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 120475.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sekisui Chemical Co Ltd_4204 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4204 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -254.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4458.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Coca-Cola European Partners PL_CCEP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CCEP UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1823.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 92767.61000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Zimmer Biomet Holdings Inc_ZBH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ZBH UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -143.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -21519.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nippon Building Fund Inc_8951 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8951 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -0.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6871.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Vornado Realty Trust_VNO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VNO UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -120.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7996.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NWS Holdings Ltd_659 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 659 HK Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1095.50000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1535.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Siemens Gamesa Renewable Energ_SGRE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SGRE SQ Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -166.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2929.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | G24 GY Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 416.74000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 27576.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Halliburton Co_HAL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HAL UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -613.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -15009.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7731 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -224.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2777.31000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SOF BB Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 8176.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Toyo Suisan Kaisha Ltd_2875 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2875 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 505.74000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 21546.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | United Overseas Bank Ltd_UOB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UOB SP Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2934.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 57626.54000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Perrigo Co PLC_PRGO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PRGO UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -17.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -897.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Walgreens Boots Alliance Inc_WBA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WBA UW Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -537.56000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -31694.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Liberty Broadband Corp_LBRDK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LBRDK UW E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1221.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 153634.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | PSP Swiss Property AG_PSPN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PSPN SE Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 248.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 34344.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Western Union Co/The_WU |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WU UN Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5225.73000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 139945.03000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Stanley Electric Co Ltd_6923 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6923 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -43.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1269.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Toho Gas Co Ltd_9533 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9533 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 320.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 13171.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sony Financial Holdings Inc_8729 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8729 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1064.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 25739.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | FUCHS PETROLUB SE_FPE3 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FPE3 GY Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -48.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2412.41000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | UPM-Kymmene Oyj_UPM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UPM FH Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 295.80000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 10263.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Public Storage_PSA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PSA UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -110.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -23433.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ono Pharmaceutical Co Ltd_4528 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4528 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -266.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6131.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Swedbank AB_SWEDA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SWEDA SS E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -634.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9446.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Swire Properties Ltd_1972 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 1972 HK Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -819.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2718.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VFC UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -237.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -23619.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SG Holdings Co Ltd_9143 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9143 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -100.90000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2283.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Whitbread PLC_WTB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WTB LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 2418.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | STORE Capital Corp_STOR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | STOR UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2948.74000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 109811.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Yamato Holdings Co Ltd_9064 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9064 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -216.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3711.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sands China Ltd_1928 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 1928 HK Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1698.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9080.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | RSA Insurance Group PLC_RSA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RSA LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -7.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5412.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Suncor Energy Inc_SU |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SU CT Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1090.71000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -35797.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cognex Corp_CGNX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CGNX UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 429.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 24090.12000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | XPO Logistics Inc_XPO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | XPO UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -11.68000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -930.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sumitomo Electric Industries L_5802 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 5802 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3780.28000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 57465.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Zensho Holdings Co Ltd_7550 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7550 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 237.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5396.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HAS UW Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -90.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9513.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Synopsys Inc_SNPS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SNPS UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 810.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 112862.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Swatch Group AG/The_UHRN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UHRN SE Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -36.84000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1946.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Waste Management Inc_WM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WM UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -297.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -33853.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Suntec Real Estate Investment_SUN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SUN SP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1371.41000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1876.61000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Intercontinental Exchange Inc_ICE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ICE UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -392.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36319.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Synchrony Financial_SYF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SYF UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3771.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 135807.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Willis Towers Watson PLC_WLTW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WLTW UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -90.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -18240.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BNR GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -72.56000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3948.54000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EFX UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -84.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -11860.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mettler-Toledo International I_MTD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MTD UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -17.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -13670.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VER UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5248.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 48500.39000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Tokyo Gas Co Ltd_9531 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9531 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1436.78000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35055.31000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Truist Financial Corp_TFC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TFC UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1125.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 63369.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Toyoda Gosei Co Ltd_7282 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7282 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 569.28000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 14379.22000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Vulcan Materials Co_VMC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VMC UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -92.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -13338.28000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | X CT Equit_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 284.91000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 24706.48000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Tyler Technologies Inc_TYL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TYL UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 229.74000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 68925.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | WP Carey Inc_WPC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WPC UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 134.53000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 10767.87000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Vertex Pharmaceuticals Inc_VRTX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VRTX UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -56.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -12356.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Lockheed Martin Corp_LMT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LMT UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -177.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -69299.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Vodafone Group PLC_VOD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VOD LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -187.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36442.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Taisho Pharmaceutical Holdings_4581 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4581 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 18.85000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1406.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PFE UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3192.99000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -125101.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Packaging Corp of America_PKG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PKG UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 576.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 64555.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | T-Mobile US Inc_TMUS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TMUS UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1633.53000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 128101.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Telecom Italia SpA/Milano_TITR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TITR IM Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4220.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2586.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Westlake Chemical Corp_WLK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WLK UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -26.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1890.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Workday Inc_WDAY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WDAY UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -114.84000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -18885.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Zions Bancorp NA_ZION |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ZION UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -123.92000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6433.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Yamada Denki Co Ltd_9831 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9831 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1270.21000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 6755.73000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Anheuser-Busch InBev SA/NV_ABI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ABI BB Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -448.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36592.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Clorox Co/The_CLX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CLX UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -71.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -11016.12000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Elanco Animal Health Inc_ELAN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ELAN UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -248.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7307.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Daiwa Office Investment Corp_8976 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8976 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 23174.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | RingCentral Inc_RNG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RNG UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 331.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 55990.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Consolidated Edison Inc_ED |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ED UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -232.58000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -21041.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Treasury Wine Estates Ltd_TWE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TWE AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -139.31000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1590.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nexon Co Ltd_3659 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 3659 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -345.24000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4606.39000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VER AV Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 323.06000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 16224.33000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Vicinity Centres_VCX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VCX AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2245.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3929.57000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Activision Blizzard Inc_ATVI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ATVI UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -537.11000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -31914.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Adecco Group AG_ADEN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ADEN SE Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 202.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 12805.71000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AGN NA Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1247.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5694.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AGL Energy Ltd_AGL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AGL AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2995.60000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 43231.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Air Liquide SA_AI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AI FP Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -330.31000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -46791.57000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ALV GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -297.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -72866.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Advanced Micro Devices Inc_AMD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AMD UW Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -696.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -31935.78000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AIB Group PLC_AIBG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AIBG ID Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -570.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1988.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Accenture PLC_ACN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ACN UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 293.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 61893.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AC CT Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1807.31000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 67609.41000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Abbott Laboratories_ABT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ABT UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1237.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -107499.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Amada Holdings Co Ltd_6113 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6113 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2734.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 31453.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Alps Alpine Co Ltd_6770 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6770 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -145.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3344.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AKE FP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -48.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5123.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Atlas Copco AB_ATCOB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ATCOB SS E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -273.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9492.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ANTM UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -179.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -54104.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AMUN FP Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13.80000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1083.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Arrow Electronics Inc_ARW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ARW UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -58.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4933.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DOX UW Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1518.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 109594.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Assa Abloy AB_ASSAB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ASSAB SS E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -701.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -16419.77000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Agnico Eagle Mines Ltd_AEM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AEM CT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -165.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -10233.97000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ASX AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -135.56000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7472.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Altria Group Inc_MO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MO UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1308.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -65288.61000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Arch Capital Group Ltd_ACGL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ACGL UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2688.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 115291.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bank of New York Mellon Corp/T_BK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BK UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -594.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -29900.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AXA Equitable Holdings Inc_EQH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EQH UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1348.92000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 33426.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | ArcelorMittal SA_MT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MT NA Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -465.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8166.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | American Airlines Group Inc_AAL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AAL UW Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -77.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2235.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AutoZone Inc_AZO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AZO UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 110.74000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 131929.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ares Capital Corp_ARCC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ARCC UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4211.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 78550.71000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ALV UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -58.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4898.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Asahi Kasei Corp_3407 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 3407 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -883.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -10037.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Baker Hughes Co_BKR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BKR UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -442.12000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -11331.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bankinter SA_BKT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BKT SQ Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -472.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3461.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Barclays PLC_BARC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BARC LN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -120.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -28744.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bayerische Motoren Werke AG_BMW3 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BMW3 GY Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -39.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2428.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BIM FP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -29.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2583.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | BHP Group PLC_BHP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BHP LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 29289.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BAYN GY Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -653.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -53370.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Burberry Group PLC_BRBY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BRBY LN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8416.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | BorgWarner Inc_BWA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BWA UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 420.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 18255.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Booking Holdings Inc_BKNG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BKNG UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -29.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -61137.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Brown-Forman Corp_BF/B |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BF/B UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1605.92000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 108559.97000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Canadian Utilities Ltd_CU |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CU CT Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 604.78000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 18268.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Banco Bilbao Vizcaya Argentari_BBVA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BBVA SQ Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 301.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1688.57000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Carlsberg A/S_CARLB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CARLB DC E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 513.51000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 76659.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Casio Computer Co Ltd_6952 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6952 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -136.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2742.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | APTV UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -157.56000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -14963.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Boston Scientific Corp_BSX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BSX UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -975.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -44108.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CDW UW Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 593.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 84813.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Centrica PLC_CNA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CNA LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -40.74000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4819.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EN FP Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1481.49000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 62993.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cardinal Health Inc_CAH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CAH UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -208.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -10559.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Arthur J Gallagher & Co_AJG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AJG UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -130.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -12407.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BOL FP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -617.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2694.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Alfresa Holdings Corp_2784 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2784 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -67.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1390.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bruker Corp_BRKR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BRKR UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1023.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 52164.54000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Brother Industries Ltd_6448 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6448 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 794.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 16611.78000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cerner Corp_CERN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CERN UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -222.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -16362.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2229 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 617.50000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 20199.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Canon Marketing Japan Inc_8060 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8060 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 343.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 8017.12000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CF Industries Holdings Inc_CF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CF UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -152.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7298.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bridgestone Corp_5108 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 5108 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1927.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 72201.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Chiba Bank Ltd/The_8331 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8331 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -382.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2228.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | BNP Paribas SA_BNP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BNP FP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -787.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -46708.97000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cie Financiere Richemont SA_CFR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CFR SE Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -365.53000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -28710.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CenturyLink Inc_CTL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CTL UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -687.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9080.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CH Robinson Worldwide Inc_CHRW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CHRW UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -94.80000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7413.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Church & Dwight Co Inc_CHD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CHD UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 707.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 49798.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CMS Energy Corp_CMS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CMS UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 172.80000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 10859.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | ConocoPhillips_COP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | COP UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -777.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -50552.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Check Point Software Technolog_CHKP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CHKP UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -85.28000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9463.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CI UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -264.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -54071.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cboe Global Markets Inc_CBOE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CBOE UF Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -78.21000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9384.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CNP Assurances_CNP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CNP FP Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 540.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 10755.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Coles Group Ltd_COL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | COL AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -793.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8282.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GIB/A CT E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 836.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 70124.53000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | COMSYS Holdings Corp_1721 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 1721 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 942.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 27180.73000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Citizens Financial Group Inc_CFG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CFG UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3618.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 146952.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Daiichi Sankyo Co Ltd_4568 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4568 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -397.19000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -26416.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cochlear Ltd_COH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | COH AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -40.48000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6394.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | City Developments Ltd_CIT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CIT SP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -318.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2592.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Devon Energy Corp_DVN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DVN UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -283.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7350.54000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Concordia Financial Group Ltd_7186 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7186 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -741.40000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3083.63000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fast Retailing Co Ltd_9983 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9983 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -40.85000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -24434.57000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Concho Resources Inc_CXO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CXO UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -140.80000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -12330.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | COB LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 94.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 20461.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ENEL IM Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1283.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -10190.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | FinecoBank Banca Fineco SpA_FBK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FBK IM Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -426.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5116.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Credit Saison Co Ltd_8253 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8253 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 682.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11939.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Digital Realty Trust Inc_DLR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DLR UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -145.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -17469.04000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Crown Holdings Inc_CCK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CCK UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -94.90000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6884.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DNB NO Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -663.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -12391.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Crown Resorts Ltd_CWN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CWN AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1884.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 15912.53000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Direct Line Insurance Group PL_DLG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DLG LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 71.92000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 29772.03000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CoStar Group Inc_CSGP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CSGP UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -25.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -15312.33000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Equity LifeStyle Properties In_ELS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ELS UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 437.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 30811.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Discovery Inc_DISCK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DISCK UW E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4963.74000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 151344.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CPRT UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1620.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 147347.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Daifuku Co Ltd_6383 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6383 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -70.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4346.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Domino's Pizza Inc_DPZ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DPZ UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -27.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8058.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | COV FP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -33.56000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3812.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Commonwealth Bank of Australia_CBA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CBA AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1239.60000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -69623.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Elbit Systems Ltd_ESLT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ESLT IT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -0.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1369.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Dai-ichi Life Holdings Inc_8750 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8750 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -755.28000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -12624.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Dai Nippon Printing Co Ltd_7912 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7912 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -170.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4638.12000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Gaming and Leisure Properties_GLPI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GLPI UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 385.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 16609.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Danske Bank A/S_DANSKE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DANSKE DC_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -452.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7332.50000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Expeditors International of Wa_EXPD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EXPD UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1524.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 118978.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Eversource Energy_ES |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ES UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -226.60000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -19276.95000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GEBN SE Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -25.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -14550.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Exxon Mobil Corp_XOM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | XOM UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2962.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -206745.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ENGI FP Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -437.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7069.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Federal Realty Investment Trus_FRT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FRT UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -52.49000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6756.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Deutsche Bank AG_DBK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DBK GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1374.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -10675.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fifth Third Bancorp_FITB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FITB UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4583.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 140881.50000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Deutsche Post AG_DPW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DPW GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -692.69000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -26444.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | DSV PANALPINA A/S_DSV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DSV DC Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -152.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -17556.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | FactSet Research Systems Inc_FDS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FDS UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 104.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 27939.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Diamondback Energy Inc_FANG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FANG UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -108.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -10071.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Goldwin Inc_8111 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8111 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 233.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 17211.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FOX UW Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 567.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 20660.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fortune Brands Home & Security_FBHS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FBHS UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1724.21000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 112659.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FMC UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -91.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9117.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | East Japan Railway Co_9020 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9020 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -211.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -19204.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | FUJIFILM Holdings Corp_4901 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4901 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -252.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -12139.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | DR Horton Inc_DHI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DHI UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -246.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -12977.39000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Global Payments Inc_GPN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GPN UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 225.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 41089.73000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Gentex Corp_GNTX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GNTX UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3036.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 87987.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Galapagos NV_GLPG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GLPG NA Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -30.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6357.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GPS UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -157.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2791.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Goodman Group_GMG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GMG AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -727.36000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6836.01000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hartford Financial Services Gr_HIG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HIG UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 178.16000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 10826.85000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HER IM Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6869.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 30074.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IEX UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -12.34000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2121.85000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hershey Co/The_HSY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HSY UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 965.80000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 141953.04000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hirose Electric Co Ltd_6806 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6806 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -22.85000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2949.33000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hongkong Land Holdings Ltd_HKL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HKL SP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -817.16000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4698.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hitachi Metals Ltd_5486 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 5486 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1322.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 19622.04000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fair Isaac Corp_FICO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FICO UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 131.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 49322.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Iida Group Holdings Co Ltd_3291 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 3291 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 466.19000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 8232.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fortum Oyj_FORTUM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FORTUM FH_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -311.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7680.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Harvey Norman Holdings Ltd_HVN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HVN AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5335.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 15263.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Haseko Corp_1808 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 1808 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2130.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 28840.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hormel Foods Corp_HRL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HRL UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3176.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 143289.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | HKT Trust & HKT Ltd_6823 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6823 HK Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3620.45000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5101.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Industria de Diseno Textil SA_ITX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ITX SQ Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -763.85000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -26965.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Howden Joinery Group PLC_HWDN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HWDN LN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 6495.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | IDEXX Laboratories Inc_IDXX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IDXX UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -60.28000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -15742.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Dollar General Corp_DG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DG UN Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 824.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 128665.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Industrivarden AB_INDUC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | INDUC SS E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -116.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2822.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | IGM Financial Inc_IGM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IGM CT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -58.40000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1678.80000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | HCA Healthcare Inc_HCA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HCA UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -191.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -28234.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Intesa Sanpaolo SpA_ISP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ISP IM Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -10421.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -27474.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Investment AB Latour_LATOB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LATOB SS E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 114.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1861.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hang Lung Properties Ltd_101 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 101 HK Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6674.56000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 14648.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Eli Lilly & Co_LLY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LLY UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -372.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -48960.95000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ISS DC Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -110.51000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2653.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Japan Post Bank Co Ltd_7182 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7182 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -283.60000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2740.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Jazz Pharmaceuticals PLC_JAZZ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JAZZ UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1013.69000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 151322.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | HK Electric Investments & HK E_2638 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2638 HK Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3986.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 3929.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fujitsu Ltd_6702 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6702 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -137.70000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -13013.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Israel Discount Bank Ltd_DSCT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DSCT IT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 47.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 21923.39000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Honeywell International Inc_HON |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HON UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -503.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -89178.38000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Intermediate Capital Group PLC_ICP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ICP LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 30344.61000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Johnson Controls International_JCI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JCI UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -557.19000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -22683.22000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ALC SE Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -290.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -16461.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AIR FP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -408.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -59851.61000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hitachi Chemical Co Ltd_4217 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4217 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1500.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 63169.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Justsystems Corp_4686 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4686 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 178.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 10044.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kajima Corp_1812 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 1812 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -314.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4221.54000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6473 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -144.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1726.66000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9433 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2298.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 68811.41000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Keppel Corp Ltd_KEP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KEP SP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1018.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5128.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ELISA FH E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 782.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 43252.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kamigumi Co Ltd_9364 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9364 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 265.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5855.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Keysight Technologies Inc_KEYS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KEYS UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 709.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 72787.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kimberly-Clark Corp_KMB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KMB UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -241.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -33152.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LI FP Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -138.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5267.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | HomeServe PLC_HSV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HSV LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2.62000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4388.48000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Keikyu Corp_9006 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9006 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -154.48000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2999.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | International Paper Co_IP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IP UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -261.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -12034.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | J Front Retailing Co Ltd_3086 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 3086 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1459.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 20541.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kingspan Group PLC_KSP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KSP ID Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -107.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6578.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Keisei Electric Railway Co Ltd_9009 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9009 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -90.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3532.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kerry Properties Ltd_683 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 683 HK Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -458.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1457.85000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kinnevik AB_KINVB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KINVB SS E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -169.40000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4143.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | KKR & Co Inc_KKR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KKR UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -343.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -10030.50000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Japan Prime Realty Investment_8955 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8955 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -0.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2408.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Koninklijke Ahold Delhaize NV_AD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AD NA Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -79.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1983.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Komatsu Ltd_6301 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6301 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -646.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -15723.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Koninklijke DSM NV_DSM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DSM NA Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 26.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 3489.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6954 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -135.73000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -25391.01000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cabot Oil & Gas Corp_COG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | COG UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -292.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5100.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kyushu Electric Power Co Inc_9508 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9508 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -68.48000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -595.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cypress Semiconductor Corp_CY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CY UW Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6719.05000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 156755.39000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Las Vegas Sands Corp_LVS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LVS UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -242.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -16746.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | George Weston Ltd_WN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WN CT Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -53.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4271.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Lendlease Group_LLC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LLC AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -395.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4887.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | LafargeHolcim Ltd_LHN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LHN SE Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -246.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -13677.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Centene Corp_CNC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CNC UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -289.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -18208.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Land Securities Group PLC_LAND |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LAND LN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 36.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 47924.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fraport AG Frankfurt Airport S_FRA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FRA GY Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20.00000000 |
| 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. | Deutsche Lufthansa AG_LHA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LHA GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -166.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3064.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fresenius SE & Co KGaA_FRE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FRE GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -292.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -16480.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | HEICO Corp_HEI/A |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HEI/A UN E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 292.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 26227.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ICAD FP Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 866.48000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Carnival PLC_CCL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CCL LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1.12000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5410.54000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GET FP Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 618.74000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 10772.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 823 HK Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9839.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 104176.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Gilead Sciences Inc_GILD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GILD UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -886.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -57626.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | LIXIL Group Corp_5938 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 5938 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1581.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 27494.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | H CT Equit_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 586.49000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11343.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ITV LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -25.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5074.73000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | JFE Holdings Inc_5411 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 5411 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -344.21000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4469.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kenedix Office Investment Corp_8972 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8972 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2.70000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 20843.33000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KLAC UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 228.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 40793.41000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Lowe's Cos Inc_LOW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LOW UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -543.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -65076.50000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KNEBV FH E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -238.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -15570.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LXS GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -58.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3906.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2413 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -308.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9391.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mapletree Commercial Trust_MCT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MCT SP Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 33736.16000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 59963.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | LVMH Moet Hennessy Louis Vuitt_MC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MC FP Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -194.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -90504.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | LPL Financial Holdings Inc_LPLA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LPLA UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 780.73000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 72022.03000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Marui Group Co Ltd_8252 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8252 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 915.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 22483.41000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Marks & Spencer Group PLC_MKS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MKS LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -13.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3862.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Lloyds Banking Group PLC_LLOY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LLOY LN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -490.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -40651.28000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Melrose Industries PLC_MRO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MRO LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -34.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -10820.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Magellan Financial Group Ltd_MFG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MFG AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1036.32000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 41487.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mastercard Inc_MA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MA UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -632.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -188763.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Matsumotokiyoshi Holdings Co L_3088 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 3088 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 738.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 28777.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Micro Focus International PLC_MCRO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MCRO LN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3344.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Medical Properties Trust Inc_MPW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MPW UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6226.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 131451.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Microchip Technology Inc_MCHP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MCHP UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -166.69000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -17455.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fresenius Medical Care AG & Co_FME |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FME GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -149.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -11045.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mid-America Apartment Communit_MAA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MAA UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -79.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -10530.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ILD FP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -18.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2416.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hulic Co Ltd_3003 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 3003 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -212.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2571.50000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Marubeni Corp_8002 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8002 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1095.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8169.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mitsui & Co Ltd_8031 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8031 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1159.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -20758.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mitsubishi Materials Corp_5711 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 5711 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 842.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 23086.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mitsubishi Estate Co Ltd_8802 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8802 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -828.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -15920.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MET UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -557.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -28409.78000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mizrahi Tefahot Bank Ltd_MZTF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MZTF IT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6.11000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 16263.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mitsui Fudosan Co Ltd_8801 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8801 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -624.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -15362.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mitsui Chemicals Inc_4183 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4183 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -128.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3179.53000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mizuho Financial Group Inc_8411 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8411 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -16891.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -26159.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mirvac Group_MGR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MGR AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 21137.24000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 47249.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IVZ UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -279.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5027.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Morgan Stanley_MS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MS UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -868.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -44372.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Motorola Solutions Inc_MSI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MSI UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -115.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -18680.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Moody's Corp_MCO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MCO UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -119.24000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -28308.28000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Muenchener Rueckversicherungs-_MUV2 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MUV2 GY Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -101.06000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -29834.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MSCI UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 364.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 94004.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MYL UW Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -361.24000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7260.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | National Oilwell Varco Inc_NOV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NOV UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -270.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6769.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Koninklijke KPN NV_KPN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KPN NA Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2501.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7387.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Netflix Inc_NFLX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NFLX UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -306.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -99204.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NXT LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6.34000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 58948.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NextEra Energy Inc_NEE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NEE UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -335.49000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -81242.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NWSA UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -270.05000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3818.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nichirei Corp_2871 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2871 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 777.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 18238.63000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nippon Express Co Ltd_9062 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9062 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -54.90000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3243.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nippon Paint Holdings Co Ltd_4612 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4612 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -102.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5321.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nisshin Seifun Group Inc_2002 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2002 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 342.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5998.63000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nitori Holdings Co Ltd_9843 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9843 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -56.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8891.38000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nissan Motor Co Ltd_7201 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7201 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1625.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9514.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nippon Television Holdings Inc_9404 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9404 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 686.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 9229.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Noble Energy Inc_NBL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NBL UW Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -334.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8318.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nippon Yusen KK_9101 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9101 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -107.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1953.61000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NN NA Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -214.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8134.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NortonLifeLock Inc_NLOK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NLOK UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -288.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7372.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NGK Insulators Ltd_5333 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 5333 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -183.50000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3214.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Omega Healthcare Investors Inc_OHI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OHI UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2245.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 95079.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Northern Trust Corp_NTRS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NTRS UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -142.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -15187.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nippon Telegraph & Telephone C_9432 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9432 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4258.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 108022.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Open House Co Ltd_3288 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 3288 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 313.69000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 9034.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Origin Energy Ltd_ORG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ORG AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1233.28000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7325.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Oil Search Ltd_OSH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OSH AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -960.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4897.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ORK NO Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3149.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 31884.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Otsuka Corp_4768 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4768 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -73.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2945.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Panasonic Corp_6752 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6752 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1545.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -14645.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NTR CT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -401.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -19232.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Odakyu Electric Railway Co Ltd_9007 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9007 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -206.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4845.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Pembina Pipeline Corp_PPL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PPL CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1512.16000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 56125.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Orsted A/S_ORSTED |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ORSTED DC_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 635.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 65752.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8 HK Equit_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9746.50000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5766.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Pinterest Inc_PINS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PINS UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -102.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1915.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Power Assets Holdings Ltd_6 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6 HK Equit_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4014.16000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 29365.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OKE UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -289.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -21882.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PII UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -40.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4135.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | PayPal Holdings Inc_PYPL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PYPL UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -782.76000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -84671.61000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Principal Financial Group Inc_PFG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PFG UW Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -195.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -10737.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Persol Holdings Co Ltd_2181 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2181 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -124.31000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2346.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Pola Orbis Holdings Inc_4927 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4927 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -64.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1543.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Qantas Airways Ltd_QAN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | QAN AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5953.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 29753.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PTC UW Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -76.62000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5738.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Pioneer Natural Resources Co_PXD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PXD UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -117.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -17716.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | PrairieSky Royalty Ltd_PSK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PSK CT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -147.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1727.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | PPG Industries Inc_PPG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PPG UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -165.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -22087.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Oversea-Chinese Banking Corp L_OCBC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OCBC SP Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5297.05000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 43254.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Progressive Corp/The_PGR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PGR UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -409.40000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -29636.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Recordati SpA_REC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | REC IM Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 596.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 25143.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ritchie Bros Auctioneers Inc_RBA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RBA CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 293.05000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 12591.85000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | REL LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -13.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -34362.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Norfolk Southern Corp_NSC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NSC UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -184.45000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -35807.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Rohm Co Ltd_6963 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6963 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -65.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5289.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ROKU UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -59.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8009.39000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Red Electrica Corp SA_REE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | REE SQ Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 640.16000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 12880.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Rinnai Corp_5947 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 5947 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -23.49000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1848.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Rockwell Automation Inc_ROK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ROK UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -81.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -16605.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Royal Dutch Shell PLC_RDSA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RDSA LN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -28.76000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -85163.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Qube Holdings Ltd_QUB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | QUB AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5852.12000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 13534.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SAN FP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -546.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -54961.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Rolls-Royce Holdings PLC_RR/ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RR/ LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -12.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -10951.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ROL UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -103.19000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3421.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Prudential PLC_PRU |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PRU LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -18.21000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -34945.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sarepta Therapeutics Inc_SRPT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SRPT UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -52.06000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6717.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Rio Tinto PLC_RIO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RIO LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 114872.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Oracle Corp_ORCL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ORCL UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1635.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -86628.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Santander Consumer USA Holding_SC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SC UN Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2015.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 47097.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Regency Centers Corp_REG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | REG UW Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -117.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7402.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Robert Half International Inc_RHI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RHI UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -82.32000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5198.61000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Paycom Software Inc_PAYC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PAYC UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 47.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 12536.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | QUALCOMM Inc_QCOM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | QCOM UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -851.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -75106.63000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Realty Income Corp_O |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | O UN Equit_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -222.84000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -16407.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SAP GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -688.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -92948.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | STO AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4858.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 27934.22000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SBA Communications Corp_SBAC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SBAC UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -79.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -19086.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Seattle Genetics Inc_SGEN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SGEN UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 496.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 56734.87000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Seven & i Holdings Co Ltd_3382 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 3382 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -527.62000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -19434.61000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sirius XM Holdings Inc_SIRI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SIRI UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1090.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7797.71000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | S UN Equit_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3306.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 17224.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | STE UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 706.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 107692.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sartorius Stedim Biotech_DIM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DIM FP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -19.36000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3210.53000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sherwin-Williams Co/The_SHW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SHW UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -58.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -33928.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Simon Property Group Inc_SPG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SPG UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -215.69000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -32128.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SIKA SE Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -89.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -16780.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Spirax-Sarco Engineering PLC_SPX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SPX LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2.50000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 29446.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SK FP Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -15.85000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2355.95000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SW FP Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 289.91000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 34380.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Schindler Holding AG_SCHP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SCHP SE Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -28.51000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7249.04000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Stryker Corp_SYK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SYK UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -235.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -49497.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Singapore Airlines Ltd_SIA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SIA SP Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 431.73000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 2902.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SGRO LN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 40.62000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 48279.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Suntory Beverage & Food Ltd_2587 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2587 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -97.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4072.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Tohoku Electric Power Co Inc_9506 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9506 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2200.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 21910.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sonic Healthcare Ltd_SHL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SHL AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -315.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6373.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SGSN SE Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3.71000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -10152.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Shionogi & Co Ltd_4507 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4507 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1484.85000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 92458.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SmartCentres Real Estate Inves_SRU-U |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SRU-U CT E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -50.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1205.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SEV FP Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2839.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 42980.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Starbucks Corp_SBUX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SBUX UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 902.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 79389.97000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sun Communities Inc_SUI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SUI UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 570.28000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 85599.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sydney Airport_SYD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SYD AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -774.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4717.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | TPG Telecom Ltd_TPM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TPM AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -259.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1225.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Trend Micro Inc/Japan_4704 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4704 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -88.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4562.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Skylark Holdings Co Ltd_3197 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 3197 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2235.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 43909.03000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Taylor Wimpey PLC_TW/ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TW/ LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 93.41000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 23931.77000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Teck Resources Ltd_TECK/B |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TECK/B CT_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -347.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6026.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Toronto-Dominion Bank/The_TD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TD CT Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1273.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -71545.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Terumo Corp_4543 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4543 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -452.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -16161.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Seibu Holdings Inc_9024 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9024 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -139.68000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2307.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SY1 GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -90.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9485.66000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TEN IM Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -330.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3730.28000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SYY UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 288.58000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 24684.78000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Tsuruha Holdings Inc_3391 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 3391 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 197.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 25541.04000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Verizon Communications Inc_VZ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VZ UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -414.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -25420.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UN01 GY Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 425.51000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 14094.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4732 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -18.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -342.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | UnitedHealth Group Inc_UNH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UNH UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -663.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -195087.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Toho Co Ltd/Tokyo_9602 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9602 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 285.76000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11951.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Unilever PLC_ULVR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ULVR LN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -7.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -44790.38000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sun Hung Kai Properties Ltd_16 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 16 HK Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1116.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -17087.61000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD CASH_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4186326.62000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4186326.62000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Swiss Prime Site AG_SPSN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SPSN SE Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -53.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6145.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | United Airlines Holdings Inc_UAL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UAL UW Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1630.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 143612.41000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UCB BB Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -88.53000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7045.78000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Venture Corp Ltd_VMS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VMS SP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -192.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2321.04000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Taiheiyo Cement Corp_5233 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 5233 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -84.58000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2502.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TGT UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 873.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 112011.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | VeriSign Inc_VRSN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VRSN UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -74.60000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -14374.01000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Unicharm Corp_8113 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8113 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -282.58000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9620.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Unibail-Rodamco-Westfield_URW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | URW NA Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -96.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -15296.63000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WAT UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -46.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -10922.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Weir Group PLC/The_WEIR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WEIR LN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3635.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | UniCredit SpA_UCG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UCG IM Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1407.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -20570.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Yum! Brands Inc_YUM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | YUM UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -141.78000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -14281.50000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Wm Morrison Supermarkets PLC_MRW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MRW LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -16.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4448.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Westinghouse Air Brake Technol_WAB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WAB UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -127.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9921.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Vestas Wind Systems A/S_VWS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VWS DC Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -132.32000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -13380.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ZAL GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -96.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4916.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Yangzijiang Shipbuilding Holdi_YZJSGD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | YZJSGD SP_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1669.70000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1390.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UDR UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -205.06000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9576.39000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ulta Beauty Inc_ULTA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ULTA UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -39.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9910.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | a2 Milk Co Ltd_ATM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ATM NZ Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1197.40000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 12133.50000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TSLA UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -94.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -39354.33000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Toray Industries Inc_3402 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 3402 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -971.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6622.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Alnylam Pharmaceuticals Inc_ALNY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ALNY UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -77.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8968.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Amazon.com Inc_AMZN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AMZN UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -294.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -544048.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Yokohama Rubber Co Ltd/The_5101 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 5101 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1009.84000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 19801.97000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Wheaton Precious Metals Corp_WPM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WPM CT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -312.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9297.80000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TEL NO Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -505.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9049.22000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | WellCare Health Plans Inc_WCG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WCG UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 450.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 148619.77000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UI UN Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 427.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 80796.53000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AMP AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2347.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3160.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Zayo Group Holdings Inc_ZAYO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ZAYO UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4413.69000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 152934.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Tiffany & Co_TIF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TIF UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 348.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 46606.22000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Voya Financial Inc_VOYA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VOYA UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1635.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 99710.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 3092 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -76.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1466.80000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Aozora Bank Ltd_8304 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8304 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -82.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2203.50000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Yamaha Corp_7951 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7951 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -100.60000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5628.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Asahi Intecc Co Ltd_7747 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7747 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -136.70000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4025.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | TripAdvisor Inc_TRIP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TRIP UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -75.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2287.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Steel Dynamics Inc_STLD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | STLD UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1065.91000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36283.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Westpac Banking Corp_WBC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WBC AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4349.49000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 74082.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Berkeley Group Holdings PLC_BKG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BKG LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35658.39000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | XLNX UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -176.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -17294.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | T Rowe Price Group Inc_TROW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TROW UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 716.05000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 87243.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CenterPoint Energy Inc_CNP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CNP UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -351.68000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9590.22000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bausch Health Cos Inc_BHC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BHC CT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -222.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6654.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | WW Grainger Inc_GWW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GWW UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -32.48000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -10995.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | West Fraser Timber Co Ltd_WFT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WFT CT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -37.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1642.45000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | voestalpine AG_VOE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VOE AV Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -81.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2267.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WIX UW Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -33.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4059.39000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Wartsila OYJ Abp_WRT1V |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WRT1V FH E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -310.76000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3436.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VAR1 GY Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1421.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Benefit One Inc_2412 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2412 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 986.74000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 20529.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | United Rentals Inc_URI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | URI UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -54.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9011.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Baxter International Inc_BAX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BAX UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -339.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -28400.62000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CDK Global Inc_CDK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CDK UW Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -84.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4640.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bombardier Inc_BBD/B |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BBD/B CT E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1489.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2216.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Danaher Corp_DHR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DHR UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -437.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -67174.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DXS AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5126.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 42161.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Evolution Mining Ltd_EVN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EVN AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6615.51000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 17671.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AGC Inc/Japan_5201 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 5201 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -127.41000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4607.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fidelity National Financial In_FNF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FNF UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2751.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 124795.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Aristocrat Leisure Ltd_ALL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ALL AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -402.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9524.71000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Credit Agricole SA_ACA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ACA FP Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7307.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 106023.33000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Intact Financial Corp_IFC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IFC CT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -97.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -10554.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | ASM Pacific Technology Ltd_522 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 522 HK Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -213.58000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2963.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | House Foods Group Inc_2810 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2810 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 611.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 20977.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Aurizon Holdings Ltd_AZJ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AZJ AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13089.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 48121.62000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bank of Kyoto Ltd/The_8369 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8369 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -37.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1607.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Daiwa Securities Group Inc_8601 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8601 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1070.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5449.78000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kuehne + Nagel International A_KNIN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KNIN SE Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -37.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6372.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bank of Montreal_BMO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BMO CT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -447.34000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -34717.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Pernod Ricard SA_RI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RI FP Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 221.78000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 39681.54000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cable One Inc_CABO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CABO UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 61.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 91200.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MOWI NO Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1951.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 50685.61000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CA FP Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -423.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7114.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Blackstone Group Inc/The_BX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BX UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -463.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -25908.63000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4185 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -134.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2491.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Dell Technologies Inc_DELL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DELL UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -110.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5676.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Otsuka Holdings Co Ltd_4578 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4578 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -273.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -12286.03000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | PNC Financial Services Group I_PNC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PNC UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 681.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 108833.95000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DBX UW Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -167.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2998.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Chr Hansen Holding A/S_CHR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CHR DC Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -73.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5874.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7013 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -102.90000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2437.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Everest Re Group Ltd_RE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RE UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1316.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | First American Financial Corp_FAF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FAF UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1322.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 77126.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fiat Chrysler Automobiles NV_FCA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FCA IM Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -760.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -11256.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Skandinaviska Enskilda Banken_SEBA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SEBA SS Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1139.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -10723.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Host Hotels & Resorts Inc_HST |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HST UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -511.11000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9481.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CME Group Inc_CME |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CME UW Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -250.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -50331.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SQ UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -239.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -15009.87000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Investor AB_INVEB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | INVEB SS E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -318.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -17417.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cie de Saint-Gobain_SGO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SGO FP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -344.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -14113.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EZJ LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1.11000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2099.54000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Travelers Cos Inc/The_TRV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TRV UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -182.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -24970.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | GPT Group/The_GPT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GPT AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8820.34000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 34721.45000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Henderson Land Development Co_12 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 12 HK Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1017.05000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4992.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Intuitive Surgical Inc_ISRG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ISRG UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -80.71000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -47709.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hyatt Hotels Corp_H |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | H UN Equit_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 733.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 65778.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kobe Bussan Co Ltd_3038 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 3038 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1150.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 39707.48000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | National Bank of Canada_NA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NA CT Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1419.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 78910.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kewpie Corp_2809 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2809 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 979.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 22106.33000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6701 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -173.28000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7206.87000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hang Seng Bank Ltd_11 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 11 HK Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 487.53000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 10073.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Medtronic PLC_MDT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MDT UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -939.50000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -106586.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NMC Health PLC_NMC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NMC LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -0.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1539.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | James Hardie Industries PLC_JHX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JHX AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -309.70000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6067.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PUM GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -58.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4456.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Molina Healthcare Inc_MOH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MOH UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 416.06000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 56455.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KSS UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 81.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4132.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nippon Steel Corp_5401 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 5401 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -565.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8608.87000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ORA FP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1397.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -20574.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SEK AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -234.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3711.95000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Smith & Nephew PLC_SN/ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SN/ LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -6.12000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -14867.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nomura Real Estate Holdings In_3231 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 3231 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20.24000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 488.03000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SOLB BB Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -51.90000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6017.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MDB UQ Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -29.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3866.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Lundin Mining Corp_LUN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LUN CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1292.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 7733.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sysmex Corp_6869 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6869 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -117.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8032.22000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Texas Instruments Inc_TXN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TXN UW Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -653.76000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -83871.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Trimble Inc_TRMB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TRMB UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 165.16000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 6885.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Techtronic Industries Co Ltd_669 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 669 HK Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4682.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 38188.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Teleperformance_TEP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TEP FP Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 44.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 10810.31000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Middleby Corp/The_MIDD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MIDD UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -38.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4269.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Swisscom AG_SCMN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SCMN SE Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 253.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 134059.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Molson Coors Beverage Co_TAP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TAP UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -133.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7169.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | United Technologies Corp_UTX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UTX UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -573.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -85959.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TEMN SE Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -45.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7237.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Toyota Tsusho Corp_8015 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8015 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -148.76000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5283.62000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Zillow Group Inc_Z |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | Z UW Equit_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -89.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4108.45000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | UBS Group AG_UBSG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UBSG SE Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2702.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -34115.22000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SABR UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -191.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4300.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Suzuken Co Ltd/Aichi Japan_9987 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9987 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -50.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2081.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Svenska Handelsbanken AB_SHBA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SHBA SS Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1075.60000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -11593.54000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | MTU Aero Engines AG_MTX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MTX GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -6.76000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1933.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sumitomo Mitsui Financial Grou_8316 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8316 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -931.11000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -34596.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Volkswagen AG_VOW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VOW GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -22.73000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4420.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 3436 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -174.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2933.12000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VOLVB SS E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1040.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -17440.38000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Wesfarmers Ltd_WES |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WES AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -793.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -23106.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Williams Cos Inc/The_WMB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WMB UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -848.71000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -20131.50000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NH Foods Ltd_2282 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2282 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 706.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 29308.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PNR UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -111.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5127.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Old Dominion Freight Line Inc_ODFL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ODFL UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 780.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 148195.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Service Corp International/US_SCI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SCI UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1225.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 56426.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | POOL UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 408.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 86780.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SCR FP Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 567.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 23819.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Telia Co AB_TELIA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TELIA SS E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1916.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8238.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SGP AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1669.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5422.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sumitomo Dainippon Pharma Co L_4506 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4506 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -111.45000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2184.41000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Oji Holdings Corp_3861 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 3861 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -603.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3305.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | West Pharmaceutical Services I_WST |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WST UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 416.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 62615.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Terna Rete Elettrica Nazionale_TRN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TRN IM Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -985.24000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6584.73000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Xcel Energy Inc_XEL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | XEL UW Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -360.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -22896.66000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | T CT Equit_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1641.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 63629.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Valero Energy Corp_VLO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VLO UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -158.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -14866.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SAF FP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -229.19000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -35412.01000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ALA CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1602.06000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 24436.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Atco Ltd/Canada_ACO/X |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ACO/X CT E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 404.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 15538.62000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Auckland International Airport_AIA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AIA NZ Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1460.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 8623.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Budweiser Brewing Co APAC Ltd_1876 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 1876 HK Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -927.36000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3130.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | C UN Equit_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 462.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36957.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Celanese Corp_CE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CE UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -86.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -10668.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Caterpillar Inc_CAT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CAT UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -393.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -58178.66000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CTS Eventim AG & Co KGaA_EVD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EVD GY Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 116.74000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 7344.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Canadian Natural Resources Ltd_CNQ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CNQ CT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -830.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -26902.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Chubu Electric Power Co Inc_9502 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9502 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2182.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 30964.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Conagra Brands Inc_CAG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CAG UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -340.74000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -11667.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Commerzbank AG_CBK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CBK GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -701.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4344.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FGR FP Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 410.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 46982.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EMA CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1623.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 69830.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Eaton Vance Corp_EV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EV UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -79.16000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3695.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Electricite de France SA_EDF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EDF FP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -427.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4761.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EPIA SS Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -216.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2644.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | EMS-Chemie Holding AG_EMSN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EMSN SE Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 34.56000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 22714.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Erie Indemnity Co_ERIE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ERIE UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 226.28000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 37562.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Experian PLC_EXPN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EXPN LN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -6.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -21568.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | FirstEnergy Corp_FE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FE UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -378.12000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -18376.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Extra Space Storage Inc_EXR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EXR UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -89.99000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9505.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | First Republic Bank/CA_FRC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FRC UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -117.32000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -13779.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Harley-Davidson Inc_HOG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HOG UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -109.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4081.63000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hanesbrands Inc_HBI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HBI UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -253.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3759.57000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Huntington Bancshares Inc/OH_HBAN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HBAN UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6714.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 101259.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | INTU UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -136.48000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -35748.22000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Jack Henry & Associates Inc_JKHY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JKHY UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 684.36000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 99691.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Japan Exchange Group Inc_8697 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8697 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -356.80000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6336.53000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Jacobs Engineering Group Inc_J |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | J UN Equit_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1672.74000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 150262.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | KION Group AG_KGX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KGX GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -45.48000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3142.77000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Johnson & Johnson_JNJ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JNJ UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1670.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -243621.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kubota Corp_6326 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6326 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -733.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -11651.66000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2651 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -35.12000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2000.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Lonza Group AG_LONN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LONN SE Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -52.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -19020.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4922 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 3041.78000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Liberty Property Trust_LPT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LPT UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -109.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6577.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | McCormick & Co Inc/MD_MKC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MKC UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 84.31000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 14309.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mazda Motor Corp_7261 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7261 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -204.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1767.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Monster Beverage Corp_MNST |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MNST UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -256.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -16271.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NDAQ UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -80.73000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8645.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nibe Industrier AB_NIBEB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NIBEB SS E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1071.50000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 18588.87000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NI UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -261.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7278.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Novo Nordisk A/S_NOVOB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NOVOB DC E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 991.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 57586.39000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NVR UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4842.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Pilgrim's Pride Corp_PPC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PPC UW Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1558.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 50973.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Pigeon Corp_7956 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7956 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -80.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2989.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Power Corp of Canada_POW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | POW CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 568.56000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 14666.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Publicis Groupe SA_PUB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PUB FP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -151.49000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6862.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Raymond James Financial Inc_RJF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RJF UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -87.50000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7827.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Rentokil Initial PLC_RTO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RTO LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -12.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7771.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | REA Group Ltd_REA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | REA AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -36.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2686.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RNO FP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -134.60000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6372.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Royal Dutch Shell PLC_RDSB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RDSB LN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -26.16000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -77609.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Royal Caribbean Cruises Ltd_RCL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RCL UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -124.73000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -16653.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RUI FP Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 277.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 17049.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RWE GY Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4564.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 140129.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SALM NO Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 323.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 16549.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ryman Healthcare Ltd_RYM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RYM NZ Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 666.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 7342.03000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SAND SS Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -790.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -15424.80000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Shin-Etsu Chemical Co Ltd_4063 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4063 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -254.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -28244.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Showa Denko KK_4004 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4004 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -94.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2516.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Schneider Electric SE_SU |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SU FP Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -387.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -39764.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Standard Chartered PLC_STAN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | STAN LN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -19.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -18016.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sumitomo Metal Mining Co Ltd_5713 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 5713 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -162.91000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5312.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Standard Life Aberdeen PLC_SLA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SLA LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -16.80000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7302.97000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sumitomo Rubber Industries Ltd_5110 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 5110 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1020.51000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 12555.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | T&D Holdings Inc_8795 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8795 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -389.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5004.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Telenet Group Holding NV_TNET |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TNET BB Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -32.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1457.78000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Telefonica SA_TEF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TEF SQ Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3272.19000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -22872.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | TJX Cos Inc/The_TJX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TJX UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -356.06000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -21741.04000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TRU UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -131.51000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -11258.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Vail Resorts Inc_MTN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MTN UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -28.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6751.53000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VMW UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 209.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 31823.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | WABCO Holdings Inc_WBC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WBC UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -35.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4862.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Zebra Technologies Corp_ZBRA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ZBRA UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8.84000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2257.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Yamaha Motor Co Ltd_7272 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7272 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -196.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3974.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Yamazaki Baking Co Ltd_2212 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2212 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 721.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 12944.74000000 |
| 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.
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| Payments: fixed, floating or other. | Fixed Floating Other |
| Payments: Fixed rate. | 0 |
| Payments: Base currency | United States Dollar |
| Payments: Amount | 0.00000000 |
| ii. Termination or maturity date. | 2020-10-15 |
| iii. Upfront payments or receipts |
| Upfront payments. | 18254085.6 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 189456 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -683645.16 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Wingspan Overseas Fund Ltd. - Class D Shares - D1 |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Wingspan Overseas Fund Ltd. - Class D Shares - D1 |
| 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 | 3819335 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 44.02836000 |
| 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. | 28520.57000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.002918302537 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Tybourne Equity (Offshore) Fund - Series A Eligibl |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Tybourne Equity (Offshore) Fund - Series A Eligibl |
| 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 | 3120288 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 421.87500000 |
| 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. | 689445.55000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.070545949748 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | King Street Capital Ltd. |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | Z2HMUK1HK5Z7ORZZH318 |
| c. Title of the issue or description of the investment. | King Street Capital Ltd. - Class S Series 196 - M |
| 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 | 6871394 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 382.40790000 |
| 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. | 55969.80000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.005726982643 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.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. | VIRGIN ISLANDS (BRITISH) |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Wingspan Overseas Fund Ltd. - Class D Shares - D2 |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Wingspan Overseas Fund Ltd. - Class D Shares - D2 |
| 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 | 3869325 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 58.70448000 |
| 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. | 38096.46000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.003898133729 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Morgan Stanley Capital Services LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | I7331LVCZKQKX5T7XV54 |
| c. Title of the issue or description of the investment. | MSUSABDM 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 | 8096514 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 333100.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -109923.00000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | -0.01124762127 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley Capital Services LLC |
| LEI (if any) of counterparty. | I7331LVCZKQKX5T7XV54 |
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. | MSUSABDM |
| Index identifier, if any. | MSUSABDM |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
For all other indices or custom baskets provide:
| i. Name. | OTC_FORWARD_NOK/USD_2020-01-31_2020-02-04_2019-12-30_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OTC_FWDNOK_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3403601.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3403601.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | OTC_FORWARD_JPY/USD_2020-01-31_2020-02-04_2019-12-30_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OTC_FWDJPY_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2800810.73000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 2800810.73000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | OTC_FORWARD_EUR/USD_2020-01-31_2020-02-04_2019-12-30_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OTC_FWDEUR_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 632763.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 632763.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | OTC_FORWARD_CAD/USD_2020-01-31_2020-02-03_2019-12-30_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OTC_FWDCAD_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -519532.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -519532.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | OTC_FORWARD_NZD/USD_2020-01-31_2020-02-04_2019-12-30_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OTC_FWDNZD_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1521962.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1521962.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | OTC_FORWARD_CHF/USD_2020-01-31_2020-02-04_2019-12-30_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OTC_FWDCHF_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1035733.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1035733.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | OTC_FORWARD_AUD/USD_2020-01-31_2020-02-04_2019-12-30_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OTC_FWDAUD_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1462016.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1462016.54000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | OTC_FORWARD_SEK/USD_2020-01-31_2020-02-04_2019-12-30_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OTC_FWDSEK_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2371197.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 2371197.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | OTC_FORWARD_GBP/USD_2020-01-31_2020-02-04_2019-12-30_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OTC_FWDGBP_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -679388.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -679388.10000000 |
| 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.
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| Payments: fixed, floating or other. | Fixed Floating Other |
| Payments: Fixed rate. | 0 |
| Payments: Base currency | United States Dollar |
| Payments: Amount | 0.00000000 |
| ii. Termination or maturity date. | 2020-09-15 |
| iii. Upfront payments or receipts |
| Upfront payments. | 33399937 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 333100 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -109923 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Janchor Partners Pan-Asian 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. | 549300CRKU1QTVZGXC11 |
| c. Title of the issue or description of the investment. | Janchor Partners Pan-Asian Fund - Class D Shares - |
| 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 | 7328725 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 24000.00000000 |
| 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. | 2635203.48000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.269641209923 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.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. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | King Street Capital Ltd. |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | Z2HMUK1HK5Z7ORZZH318 |
| c. Title of the issue or description of the investment. | King Street Capital Ltd. - Class S Series 224 - M |
| 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 | 7253416 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 896.12650000 |
| 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. | 88696.02000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.009075618763 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.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. | VIRGIN ISLANDS (BRITISH) |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | King Street Capital Ltd. |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | Z2HMUK1HK5Z7ORZZH318 |
| c. Title of the issue or description of the investment. | King Street Capital Ltd. - Class S Series 245 - M |
| 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 | 7622371 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1086.12970000 |
| 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. | 108814.05000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.011134150482 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.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. | VIRGIN ISLANDS (BRITISH) |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | JPMorgan Chase Bank, National Association |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 7H6GLXDRUGQFU57RNE97 |
| c. Title of the issue or description of the investment. | JPABGERP 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 | 7430905 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 129402.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -263371.89000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | -0.02694893036 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | JPMorgan Chase Bank, National Association |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%, but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i) 50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name. | JPABGERP |
| Index identifier, if any. | JPABGERP |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ALO FP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -863.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -40915.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Akzo Nobel NV_AKZA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AKZA NA Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 402.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 40969.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Adecco Group AG_ADEN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ADEN SE Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 280.84000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 17755.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AIR FP Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 243.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35680.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Alphabet Inc_GOOG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GOOG UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -28.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -38315.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ANTM UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -150.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -45490.22000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | APA UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1745.50000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -44667.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Charter Communications Inc_CHTR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CHTR UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -151.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -73473.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AGNC Investment Corp_AGNC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AGNC UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2158.99000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 38171.03000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Applied Materials Inc_AMAT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AMAT UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 624.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 38134.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Consolidated Edison Inc_ED |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ED UN Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 51.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4701.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | BeiGene Ltd_BGNE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BGNE UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -346.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -57397.03000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | C UN Equit_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -34.31000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2740.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BLD AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1130.16000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 3559.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Boston Properties Inc_BXP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BXP UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 105.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 14476.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Atlantia SpA_ATL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ATL IM Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -543.31000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -12679.04000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CNP Assurances_CNP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CNP FP Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 754.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 15020.39000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BP/ LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -88.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -55335.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DUFN SE Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 565.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 56041.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Chemours Co/The_CC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CC UN Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3161.06000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 57183.62000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bandai Namco Holdings Inc_7832 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7832 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 233.11000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 14223.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Atmos Energy Corp_ATO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ATO UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -648.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -72495.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | BT Group PLC_BT/A |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BT/A LN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -102.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -26002.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DGE LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -0.45000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1924.77000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cheniere Energy Inc_LNG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LNG UA Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -610.80000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -37301.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Direct Line Insurance Group PL_DLG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DLG LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 93.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 38859.66000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cisco Systems Inc_CSCO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CSCO UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1468.19000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -70414.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Duke Energy Corp_DUK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DUK UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -375.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -34259.53000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Erste Group Bank AG_EBS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EBS AV Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1159.05000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 43662.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Gildan Activewear Inc_GIL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GIL CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 77.11000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 2282.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Finning International Inc_FTT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FTT CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 654.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 12760.41000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GRMN UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -373.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36391.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ECL UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -15.34000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2959.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EPIB SS Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3123.36000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 37052.38000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fortescue Metals Group Ltd_FMG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FMG AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5320.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 39977.62000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DCC LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35051.39000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hong Kong Exchanges & Clearing_388 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 388 HK Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1083.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35185.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ISS DC Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1552.19000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 37271.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | GEA Group AG_G1A |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | G1A GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -768.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -25422.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CMI UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 196.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35247.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kerry Properties Ltd_683 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 683 HK Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11955.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 37976.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Israel Discount Bank Ltd_DSCT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DSCT IT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 82.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 38067.38000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CK Infrastructure Holdings Ltd_1038 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 1038 HK Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4814.19000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -34259.97000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kraft Heinz Co/The_KHC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KHC UW Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2053.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -65977.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hisamitsu Pharmaceutical Co In_4530 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4530 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 803.45000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 39553.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Daiwa House Industry Co Ltd_1925 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 1925 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 608.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 18995.77000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fukuoka Financial Group Inc_8354 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8354 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -406.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7870.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hormel Foods Corp_HRL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HRL UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -795.32000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -35876.73000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Lundin Petroleum AB_LUPE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LUPE SS Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3135.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -106626.48000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Global Payments Inc_GPN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GPN UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 298.49000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 54492.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | JPMorgan Chase & Co_JPM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JPM UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -306.40000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -42711.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Dominion Energy Inc_D |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | D UN Equit_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -887.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -73466.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7741 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -31.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3039.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mediobanca Banca di Credito Fi_MB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MB IM Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3488.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 38424.77000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Golden Agri-Resources Ltd_GGR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GGR SP Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 393248.36000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 68726.71000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MET UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1511.68000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 77050.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HUM UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -103.41000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -37901.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Knorr-Bremse AG_KBX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KBX GY Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 118.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 12054.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ITV LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 245.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 49054.41000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | B4B GY Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1184.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 19077.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6473 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5994.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 71765.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kinross Gold Corp_K |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | K CT Equit_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4434.99000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -21067.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MDB UQ Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -710.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -93514.31000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mitsubishi Chemical Holdings C_4188 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4188 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9683.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 72839.95000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | MS&AD Insurance Group Holdings_8725 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8725 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 223.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 7431.78000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | National Bank of Canada_NA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NA CT Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 726.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 40366.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Liberty Global PLC_LBTYK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LBTYK UW E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 103.69000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 2259.95000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Novartis AG_NOVN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NOVN SE Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -406.91000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -38616.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NGK Insulators Ltd_5333 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 5333 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2754.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 48256.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Murata Manufacturing Co Ltd_6981 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6981 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1616.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -100346.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Obic Co Ltd_4684 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4684 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 257.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 34932.28000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | L UN Equit_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -715.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -37574.12000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Rio Tinto Ltd_RIO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RIO AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -572.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -40378.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PTC UW Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -906.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -67859.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Maxim Integrated Products Inc_MXIM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MXIM UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 648.71000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 39902.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NDAQ UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -372.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -39878.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PRX NA Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1035.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -77321.66000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nexon Co Ltd_3659 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 3659 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4716.45000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -62929.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sekisui Chemical Co Ltd_4204 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4204 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 474.51000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 8313.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NESN SE Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -198.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -21432.73000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | TPG Telecom Ltd_TPM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TPM AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7446.92000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35125.61000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nippon Shinyaku Co Ltd_4516 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4516 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -407.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -35543.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ricoh Co Ltd_7752 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7752 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2386.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 26175.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mosaic Co/The_MOS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MOS UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1940.53000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -41993.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Uber Technologies Inc_UBER |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UBER UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5294.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -157443.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Schlumberger Ltd_SLB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SLB UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -947.11000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -38073.95000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | UnitedHealth Group Inc_UNH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UNH UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -291.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -85769.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | REL LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 38627.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | United Rentals Inc_URI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | URI UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 228.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 38121.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | ACS Actividades de Construccio_ACS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ACS SQ Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 901.73000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36084.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Alfresa Holdings Corp_2784 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2784 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 743.99000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 15252.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Pandora A/S_PNDORA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PNDORA DC_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 354.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 15422.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Roper Technologies Inc_ROP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ROP UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -103.68000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36727.95000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ADYEN NA E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -78.80000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -64657.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AMGN UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 339.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 81759.33000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Telefonaktiebolaget LM Ericsso_ERICB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ERICB SS E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -6579.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -57323.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SABR UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 532.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11953.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Analog Devices Inc_ADI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ADI UW Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -341.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -40594.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Annaly Capital Management Inc_NLY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NLY UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4239.16000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -39932.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Societe BIC SA_BB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BB FP Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 509.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35491.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | UOL Group Ltd_UOL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UOL SP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -6226.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -38526.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Verisk Analytics Inc_VRSK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VRSK UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 151.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 22605.63000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Asahi Intecc Co Ltd_7747 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7747 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -258.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7616.28000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | WABCO Holdings Inc_WBC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WBC UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 250.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 33926.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ASX AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 235.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 12965.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Western Union Co/The_WU |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WU UN Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5858.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 156885.33000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BLL UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -232.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -15033.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UNM UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1204.06000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35110.50000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Aeon Mall Co Ltd_8905 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8905 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2199.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 39221.53000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Yakult Honsha Co Ltd_2267 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2267 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -623.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -34620.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Union Pacific Corp_UNP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UNP UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -241.90000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -43733.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Best Buy Co Inc_BBY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BBY UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 436.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 38303.78000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MMM UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 238.71000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 42113.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Daifuku Co Ltd_6383 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6383 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1257.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -77090.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Teck Resources Ltd_TECK/B |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TECK/B CT_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2312.24000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 40155.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Algonquin Power & Utilities Co_AQN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AQN CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1146.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 16248.28000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Carnival PLC_CCL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CCL LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -9.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -45656.73000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AC FP Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -346.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -16261.03000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Flight Centre Travel Group Ltd_FLT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FLT AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2269.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 70277.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sydney Airport_SYD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SYD AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13335.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 81179.04000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Colgate-Palmolive Co_CL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CL UN Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 495.21000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 34090.12000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Athene Holding Ltd_ATH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ATH UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 791.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 37208.73000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FLR UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3054.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -57677.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Danaher Corp_DHR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DHR UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 238.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36629.28000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | T Rowe Price Group Inc_TROW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TROW UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 320.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 39087.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Baxter International Inc_BAX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BAX UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 867.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 72541.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Goodman Group_GMG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GMG AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -709.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6665.12000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ZTS UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 288.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 38175.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ionis Pharmaceuticals Inc_IONS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IONS UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -364.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -21995.53000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Clorox Co/The_CLX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CLX UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -54.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8438.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EVR LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -18.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9642.22000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Deutsche Bank AG_DBK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DBK GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3098.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -24054.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Jack Henry & Associates Inc_JKHY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JKHY UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 246.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35877.39000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kamigumi Co Ltd_9364 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9364 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1592.41000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35152.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Thermo Fisher Scientific Inc_TMO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TMO UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -124.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -40410.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DBX UW Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1726.06000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -30913.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cerner Corp_CERN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CERN UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 495.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36343.04000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Deutsche Boerse AG_DB1 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DB1 GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -234.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36866.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9008 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -567.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -34494.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TGT UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 87.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11258.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | DocuSign Inc_DOCU |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DOCU UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -328.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -24380.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fiat Chrysler Automobiles NV_FCA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FCA IM Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2462.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36464.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UDR UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -728.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -34005.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | FirstEnergy Corp_FE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FE UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -28.16000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1368.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kinder Morgan Inc/DE_KMI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KMI UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1768.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -37434.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Tobu Railway Co Ltd_9001 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9001 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 164.50000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5986.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GEBN SE Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 77.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 43522.48000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Experian PLC_EXPN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EXPN LN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 37190.53000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Givaudan SA_GIVN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GIVN SE Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 40472.48000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Knight-Swift Transportation Ho_KNX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KNX UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1134.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -40661.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fraport AG Frankfurt Airport S_FRA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FRA GY Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 450.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 38314.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GPS UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -91.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1615.62000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hongkong Land Holdings Ltd_HKL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HKL SP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -25854.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -148665.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | WR Berkley Corp_WRB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WRB UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 492.28000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 34016.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hanesbrands Inc_HBI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HBI UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2360.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35059.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HOT GY Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 308.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 39363.87000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Activision Blizzard Inc_ATVI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ATVI UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -942.74000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -56017.53000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Marui Group Co Ltd_8252 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8252 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -105.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2594.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KSS UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -431.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -21979.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | HD Supply Holdings Inc_HDS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HDS UW Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1035.71000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 41656.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | KION Group AG_KGX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KGX GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -411.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -28450.39000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Henry Schein Inc_HSIC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HSIC UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 413.28000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 27574.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mitsui OSK Lines Ltd_9104 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9104 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1297.71000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36122.22000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nissan Motor Co Ltd_7201 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7201 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6108.06000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35751.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kyocera Corp_6971 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6971 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 561.70000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 38661.31000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PFE UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1942.32000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -76100.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Vifor Pharma AG_VIFN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VIFN SE Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -199.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36410.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 1605 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3933.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 41133.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NXT LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 44794.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SNC-Lavalin Group Inc_SNC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SNC CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 598.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 13814.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Regions Financial Corp_RF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RF UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2375.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -40766.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | PayPal Holdings Inc_PYPL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PYPL UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -362.85000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -39249.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Suzuken Co Ltd/Aichi Japan_9987 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9987 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -993.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -40824.48000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | East Japan Railway Co_9020 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9020 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -360.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -32741.50000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SAMPO FH E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 653.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 28537.45000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Reinsurance Group of America I_RGA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RGA UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 218.74000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35668.31000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Qurate Retail Inc_QRTEA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | QRTEA UW E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1857.36000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 15657.54000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bureau Veritas SA_BVI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BVI FP Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 442.16000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11544.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nintendo Co Ltd_7974 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7974 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5.06000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2046.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Keysight Technologies Inc_KEYS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KEYS UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 290.99000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 29863.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | First Capital Real Estate Inve_FCR-U |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FCR-U CT E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2036.71000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 32464.77000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Rogers Communications Inc_RCI/B |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RCI/B CT E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 72.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 3586.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NUE UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -612.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -34497.38000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Twitter Inc_TWTR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TWTR UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1226.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -39314.53000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Tokyo Electric Power Co Holdin_9501 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9501 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -7880.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -33866.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | EDP - Energias de Portugal SA_EDP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EDP PL Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 26802.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 116251.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | United Overseas Bank Ltd_UOB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UOB SP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1909.41000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -37502.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Credit Saison Co Ltd_8253 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8253 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1825.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 31938.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Vistra Energy Corp_VST |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VST UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 166.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 3831.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | West Fraser Timber Co Ltd_WFT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WFT CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 960.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 42436.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WOR AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 528.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5688.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AIA Group Ltd_1299 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 1299 HK Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4005.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -42045.77000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Henkel AG & Co KGaA_HEN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HEN GY Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 374.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35306.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | American Express Co_AXP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AXP UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -294.85000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36706.03000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EO FP Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 320.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 17272.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Isetan Mitsukoshi Holdings Ltd_3099 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 3099 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 519.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4704.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hargreaves Lansdown PLC_HL/ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HL/ LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -9.69000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -24827.12000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | HUGO BOSS AG_BOSS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BOSS GY Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 726.90000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35297.87000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Constellation Brands Inc_STZ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | STZ UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -380.50000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -72199.78000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | ManpowerGroup Inc_MAN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MAN UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 829.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 80540.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fastenal Co_FAST |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FAST UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -989.24000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36552.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NVR UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36252.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kuehne + Nagel International A_KNIN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KNIN SE Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 449.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 75831.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | National Australia Bank Ltd_NAB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NAB AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1969.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -34104.63000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LB UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1219.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -22103.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NWS Holdings Ltd_659 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 659 HK Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -23208.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -32526.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PII UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 427.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 43512.97000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ally Financial Inc_ALLY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ALLY UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2170.91000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 66343.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | QUALCOMM Inc_QCOM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | QCOM UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 116.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 10254.22000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Royal Mail PLC_RMG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RMG LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 51.31000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 15382.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sankyo Co Ltd_6417 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6417 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2078.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 69327.28000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SNAP UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3965.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -64757.28000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Aeon Co Ltd_8267 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8267 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1823.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 37845.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sun Hung Kai Properties Ltd_16 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 16 HK Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2600.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -39815.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | thyssenkrupp AG_TKA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TKA GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4401.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -59484.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Casino Guichard Perrachon SA_CO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CO FP Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 171.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 8040.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UCB BB Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 534.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 42546.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WAT UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 166.45000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 38890.31000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ameriprise Financial Inc_AMP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AMP UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 472.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 78750.31000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Anheuser-Busch InBev SA/NV_ABI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ABI BB Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1058.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -86409.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Assicurazioni Generali SpA_G |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | G IM Equit_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2904.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 59968.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Barratt Developments PLC_BDEV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BDEV LN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 40.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 39580.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bank of New York Mellon Corp/T_BK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BK UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -839.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -42250.54000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Brambles Ltd_BXB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BXB AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -7196.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -59290.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bank of America Corp_BAC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BAC UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2520.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -88766.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Comerica Inc_CMA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CMA UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 556.06000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 39897.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OKTA UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -606.34000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -69953.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MAP SQ Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13429.24000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35575.39000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Carnival Corp_CCL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CCL UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -90.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4593.73000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sekisui House Ltd_1928 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 1928 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3406.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 73140.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Capital One Financial Corp_COF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | COF UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -460.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -47434.87000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Arch Capital Group Ltd_ACGL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ACGL UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 871.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 37380.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | ConvaTec Group PLC_CTEC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CTEC LN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -58.70000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -15432.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mastercard Inc_MA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MA UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -138.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -41450.39000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Takeda Pharmaceutical Co Ltd_4502 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4502 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1011.05000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -40302.54000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CK Hutchison Holdings Ltd_1 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 1 HK Equit_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3577.21000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -34111.04000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Daiwa House REIT Investment Co_8984 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8984 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 32814.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Oversea-Chinese Banking Corp L_OCBC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OCBC SP Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4563.45000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -37263.77000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | FinecoBank Banca Fineco SpA_FBK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FBK IM Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2045.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 24541.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Goodyear Tire & Rubber Co/The_GT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GT UW Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2215.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 34467.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AGL Energy Ltd_AGL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AGL AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2731.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 39426.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Legal & General Group PLC_LGEN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LGEN LN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 123.76000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 49678.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CaixaBank SA_CABK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CABK SQ Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -16713.58000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -52493.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Home Depot Inc/The_HD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HD UN Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 305.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 66706.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Daiichi Sankyo Co Ltd_4568 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4568 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -332.19000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -22093.80000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Electrolux AB_ELUXB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ELUXB SS E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1336.21000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 32816.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | HK Electric Investments & HK E_2638 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2638 HK Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37416.51000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36879.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ALV GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -10.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2472.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nippon Telegraph & Telephone C_9432 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9432 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1323.78000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 33583.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Digital Realty Trust Inc_DLR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DLR UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -272.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -32648.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Magna International Inc_MG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MG CT Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 679.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 37289.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Domino's Pizza Enterprises Ltd_DMP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DMP AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2112.68000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 77760.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Odakyu Electric Railway Co Ltd_9007 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9007 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1477.99000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -34693.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Manulife Financial Corp_MFC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MFC CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1845.31000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 37510.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Enbridge Inc_ENB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ENB CT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1032.12000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -41093.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nagoya Railroad Co Ltd_9048 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9048 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 51.49000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1606.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fresenius SE & Co KGaA_FRE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FRE GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -647.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36492.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hologic Inc_HOLX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HOLX UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1245.76000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 65041.12000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Merck & Co Inc_MRK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MRK UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -428.11000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -38937.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nippon Prologis REIT Inc_3283 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 3283 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -9.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -24330.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 3092 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -940.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -18055.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Prysmian SpA_PRY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PRY IM Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2552.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 61564.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Interpublic Group of Cos Inc/T_IPG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IPG UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1607.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 37138.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Schroders PLC_SDR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SDR LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36355.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Rolls-Royce Holdings PLC_RR/ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RR/ LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -39.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -35772.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SAN FP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -395.45000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -39781.62000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kaneka Corp_4118 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4118 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2184.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 70761.45000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Seattle Genetics Inc_SGEN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SGEN UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -412.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -47082.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SEK AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2387.76000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -37849.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | S&P Global Inc_SPGI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SPGI UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 148.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 40588.63000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ryman Healthcare Ltd_RYM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RYM NZ Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8292.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 91358.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Prudential Financial Inc_PRU |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PRU UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 382.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35889.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mitsubishi Materials Corp_5711 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 5711 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3610.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 98909.38000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | S32 AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -29472.36000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -55937.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Signature Bank/New York NY_SBNY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SBNY UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 613.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 83771.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CyberArk Software Ltd_CYBR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CYBR UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -190.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -22160.39000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Incitec Pivot Ltd_IPL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IPL AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2538.76000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5675.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | McKesson Corp_MCK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MCK UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 250.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 34673.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | S UN Equit_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -9711.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -50596.57000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EMA CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 834.36000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35896.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Swatch Group AG/The_UHRN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UHRN SE Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -73.34000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3874.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mizuho Financial Group Inc_8411 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8411 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 22674.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35114.61000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kinnevik AB_KINVB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KINVB SS E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -274.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6718.63000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sumitomo Heavy Industries Ltd_6302 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6302 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2483.60000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 71531.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | TC Energy Corp_TRP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TRP CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 186.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 9935.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Amphenol Corp_APH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | APH UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -96.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -10494.97000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Magellan Financial Group Ltd_MFG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MFG AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 976.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 39086.95000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | FUJIFILM Holdings Corp_4901 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4901 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -373.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -17962.48000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AEON Financial Service Co Ltd_8570 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8570 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2411.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 38316.61000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Takashimaya Co Ltd_8233 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8233 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 157.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1776.03000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6701 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 841.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 34985.80000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | MGM China Holdings Ltd_2282 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2282 HK Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 21487.74000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35078.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Asahi Group Holdings Ltd_2502 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2502 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 698.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 32049.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Techtronic Industries Co Ltd_669 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 669 HK Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4668.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 38080.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ross Stores Inc_ROST |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ROST UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 321.36000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 37412.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Vodafone Group PLC_VOD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VOD LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -98.53000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -19156.22000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mid-America Apartment Communit_MAA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MAA UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -265.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -34947.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BAYN GY Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -582.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -47566.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Newcrest Mining Ltd_NCM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NCM AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -332.84000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7077.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Micro Focus International PLC_MCRO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MCRO LN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -15.19000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -21413.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Burberry Group PLC_BRBY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BRBY LN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 41548.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Paycom Software Inc_PAYC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PAYC UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 114.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 30354.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Marriott International Inc/MD_MAR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MAR UW Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 298.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 45222.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Venture Corp Ltd_VMS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VMS SP Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3204.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 38608.66000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | RSA Insurance Group PLC_RSA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RSA LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 8847.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cabot Oil & Gas Corp_COG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | COG UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2197.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -38255.78000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | West Japan Railway Co_9021 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9021 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 421.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36614.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Shiseido Co Ltd_4911 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4911 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -428.76000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -30702.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Budweiser Brewing Co APAC Ltd_1876 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 1876 HK Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9649.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 32569.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SIE GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -168.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -22026.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Taiheiyo Cement Corp_5233 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 5233 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1440.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 42607.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Demant A/S_DEMANT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DEMANT DC_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2332.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 73495.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6471 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3639.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 34861.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Shin-Etsu Chemical Co Ltd_4063 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4063 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -17.41000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1932.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SoftBank Group Corp_9984 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9984 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -358.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -15676.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | United Utilities Group PLC_UU/ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UU/ LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1.62000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 2026.38000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Suzuki Motor Corp_7269 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7269 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1724.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -72487.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sumitomo Corp_8053 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8053 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2291.24000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 34239.45000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Telenet Group Holding NV_TNET |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TNET BB Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -45.70000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2055.01000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Carl Zeiss Meditec AG_AFX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AFX GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -379.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -48415.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UGI UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -825.68000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -37287.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Edison International_EIX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EIX UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -175.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -13237.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Casio Computer Co Ltd_6952 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6952 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1841.74000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -37131.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Toronto-Dominion Bank/The_TD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TD CT Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -474.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -26646.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6902 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -801.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36614.53000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bayerische Motoren Werke AG_BMW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BMW GY Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 511.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 41999.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WRK UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -191.71000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8226.12000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CI Financial Corp_CIX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CIX CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4674.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 78267.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Zions Bancorp NA_ZION |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ZION UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 182.60000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 9480.63000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fortis Inc/Canada_FTS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FTS CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1526.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 63432.50000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Equity LifeStyle Properties In_ELS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ELS UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 518.21000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36476.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Citrix Systems Inc_CTXS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CTXS UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 737.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 81767.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Woodside Petroleum Ltd_WPL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WPL AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -994.78000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -24041.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Delivery Hero SE_DHER |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DHER GY Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2495.68000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -197666.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Welltower Inc_WELL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WELL UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -446.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36475.54000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Illinois Tool Works Inc_ITW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ITW UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 41.16000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 7394.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Vornado Realty Trust_VNO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VNO UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 672.92000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 44749.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EFX UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 240.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 33730.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6594 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -508.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -70201.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Toho Gas Co Ltd_9533 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9533 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -928.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -38115.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Flutter Entertainment PLC_FLTR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FLTR ID Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -155.31000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -18889.63000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | DSV PANALPINA A/S_DSV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DSV DC Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -322.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -37229.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Coca-Cola Amatil Ltd_CCL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CCL AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -436.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3394.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NTT DOCOMO Inc_9437 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9437 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1336.73000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -37368.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sartorius Stedim Biotech_DIM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DIM FP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -161.50000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -26775.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Societe Generale SA_GLE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GLE FP Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1096.74000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 38182.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SmartCentres Real Estate Inves_SRU-U |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SRU-U CT E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2862.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 68883.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Terna Rete Elettrica Nazionale_TRN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TRN IM Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5738.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 38354.63000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Stanley Electric Co Ltd_6923 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6923 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1264.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36993.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4732 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 297.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5659.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Koninklijke Vopak NV_VPK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VPK NA Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 687.80000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 37313.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Intact Financial Corp_IFC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IFC CT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -685.21000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -74199.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Land Securities Group PLC_LAND |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LAND LN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 34.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 45387.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mazda Motor Corp_7261 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7261 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 382.24000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 3299.22000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nomura Real Estate Holdings In_3231 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 3231 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2980.62000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 71858.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Industria de Diseno Textil SA_ITX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ITX SQ Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1171.85000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -41369.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Japan Real Estate Investment C_8952 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8952 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 34766.78000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NKE UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -756.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -76655.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Rakuten Inc_4755 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4755 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2128.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -18310.45000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nordstrom Inc_JWN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JWN UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -503.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -20621.45000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Philip Morris International In_PM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PM UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -867.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -73827.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SAF FP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -230.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -35552.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Seibu Holdings Inc_9024 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9024 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2040.84000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -33708.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Taisho Pharmaceutical Holdings_4581 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4581 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -436.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -32550.48000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Shizuoka Bank Ltd/The_8355 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8355 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4719.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -35522.54000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Secom Co Ltd_9735 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9735 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 45.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4097.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Toyo Seikan Group Holdings Ltd_5901 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 5901 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 151.90000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 2641.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Accenture PLC_ACN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ACN UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 68.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 14435.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Royal Bank of Canada_RY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RY CT Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 479.12000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 37963.48000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Wells Fargo & Co_WFC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WFC UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -74.21000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3992.41000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nordea Bank Abp_NDA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NDA SS Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5241.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -42349.61000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Amadeus IT Group SA_AMS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AMS SQ Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 507.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 41507.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Shopify Inc_SHOP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SHOP CT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -55.92000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -22264.48000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Yamato Holdings Co Ltd_9064 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9064 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2108.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36224.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ALC SE Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1862.31000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -105389.95000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Tabcorp Holdings Ltd_TAH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TAH AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5615.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -17882.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Altice USA Inc_ATUS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ATUS UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1062.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 29037.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PVH UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -131.58000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -13835.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Whirlpool Corp_WHR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WHR UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 453.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 66870.45000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AMP AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5353.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 7206.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Zillow Group Inc_Z |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | Z UW Equit_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1965.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -90292.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AstraZeneca PLC_AZN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AZN LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -41212.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Western Digital Corp_WDC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WDC UW Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -301.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -19113.01000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Xylem Inc/NY_XYL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | XYL UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -486.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -38319.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | ASM Pacific Technology Ltd_522 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 522 HK Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2855.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 39621.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AV/ LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 66.90000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 37105.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Campbell Soup Co_CPB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CPB UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 754.92000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 37308.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Centrica PLC_CNA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CNA LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -19.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2257.38000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cenovus Energy Inc_CVE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CVE CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2640.36000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 26876.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Coca-Cola European Partners PL_CCEP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CCEP UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 731.28000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 37207.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Auto Trader Group PLC_AUTO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AUTO LN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 69.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 54613.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Comcast Corp_CMCSA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CMCSA UW E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -336.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -15116.28000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CPRT UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 404.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36813.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Covestro AG_1COV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 1COV GY Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 770.53000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35850.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EZJ LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -11282.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CyberAgent Inc_4751 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4751 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1578.41000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -55409.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fortum Oyj_FORTUM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FORTUM FH_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1530.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -37799.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | COLR BB Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -151.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7923.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Equinix Inc_EQIX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EQIX UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -63.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -37318.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | DBS Group Holdings Ltd_DBS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DBS SP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2006.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -38625.48000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CCL Industries Inc_CCL/B |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CCL/B CT E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1275.56000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 54416.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | J Sainsbury PLC_SBRY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SBRY LN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 122.62000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 37346.03000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Eurofins Scientific SE_ERF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ERF FP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -43.71000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -24245.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | London Stock Exchange Group PL_LSE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LSE LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -0.60000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6200.66000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RACE IM Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -218.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36352.22000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Moody's Corp_MCO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MCO UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 171.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 40705.71000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Electricite de France SA_EDF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EDF FP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3449.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -38442.04000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hitachi Ltd_6501 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6501 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 896.74000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 38171.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Japan Post Bank Co Ltd_7182 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7182 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3728.76000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36026.71000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mohawk Industries Inc_MHK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MHK UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -175.45000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -23928.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | LVMH Moet Hennessy Louis Vuitt_MC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MC FP Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -13.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6380.01000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4185 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4149.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 76829.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Lincoln National Corp_LNC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LNC UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 590.36000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 34837.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Liberty Media Corp-Liberty For_FWONK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FWONK UW E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -811.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -37281.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Keihan Holdings Co Ltd_9045 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9045 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 38.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1861.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EPIA SS Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2565.19000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 31335.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nippon Yusen KK_9101 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9101 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2056.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 37486.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KNEBV FH E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -115.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7571.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | J Front Retailing Co Ltd_3086 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 3086 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2924.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 41173.33000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NMC Health PLC_NMC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NMC LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -17.69000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -41402.12000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BG UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -608.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -34999.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Obayashi Corp_1802 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 1802 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3640.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 40763.03000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Makita Corp_6586 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6586 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -276.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9706.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Persol Holdings Co Ltd_2181 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2181 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -655.71000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -12375.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Pioneer Natural Resources Co_PXD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PXD UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -553.76000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -83822.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Rockwell Automation Inc_ROK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ROK UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 412.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 83586.78000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SAP CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 152.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4728.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NH Foods Ltd_2282 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2282 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1268.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 52629.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sempra Energy_SRE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SRE UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 242.48000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36731.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sembcorp Industries Ltd_SCI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SCI SP Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 22759.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 38759.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sumitomo Rubber Industries Ltd_5110 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 5110 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6114.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 75219.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Randstad NV_RAND |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RAND NA Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1340.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 81911.77000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Shimano Inc_7309 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7309 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -218.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -35803.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FOX UW Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -988.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -35994.77000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Exact Sciences Corp_EXAS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EXAS UR Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 810.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 74936.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Siemens Gamesa Renewable Energ_SGRE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SGRE SQ Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1683.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -29554.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sompo Holdings Inc_8630 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8630 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -840.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -33260.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sensata Technologies Holding P_ST |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ST UN Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 758.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 40863.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | 3i Group PLC_III |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | III LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23.74000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 34537.53000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Vestas Wind Systems A/S_VWS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VWS DC Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -21.49000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2172.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Standard Chartered PLC_STAN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | STAN LN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 36.99000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 34912.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AerCap Holdings NV_AER |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AER UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1247.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 76690.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | St James's Place PLC_STJ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | STJ LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 27.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 43149.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Shaw Communications Inc_SJR/B |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SJR/B CT E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1835.19000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 37291.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | United Airlines Holdings Inc_UAL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UAL UW Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 69.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 6092.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FR FP Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 198.36000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 6993.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Acuity Brands Inc_AYI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AYI UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 296.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 40901.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Vertex Pharmaceuticals Inc_VRTX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VRTX UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 212.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 46481.78000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fisher & Paykel Healthcare Cor_FPH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FPH NZ Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5762.99000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 86313.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VIV FP Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1120.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 32479.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Tokio Marine Holdings Inc_8766 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8766 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1265.99000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -71282.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Voya Financial Inc_VOYA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VOYA UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 568.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 34694.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Aker BP ASA_AKERBP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AKERBP NO_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3477.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -113958.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Tohoku Electric Power Co Inc_9506 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9506 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3572.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -35563.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | WH Group Ltd_288 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 288 HK Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 35262.19000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36430.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Alliance Data Systems Corp_ADS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ADS UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 291.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 32749.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AES UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2303.62000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 45841.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TWLO UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -826.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -81188.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Align Technology Inc_ALGN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ALGN UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 75.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 21113.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Alnylam Pharmaceuticals Inc_ALNY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ALNY UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -101.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -11682.45000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AGN NA Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 16728.34000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 76368.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cochlear Ltd_COH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | COH AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 489.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 77309.97000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Toppan Printing Co Ltd_7911 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7911 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1554.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 32346.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Veolia Environnement SA_VIE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VIE FP Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1379.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36710.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Deutsche Post AG_DPW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DPW GY Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1995.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 76185.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Barry Callebaut AG_BARN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BARN SE Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 37701.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AON UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 3051.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Costco Wholesale Corp_COST |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | COST UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -40.91000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -12023.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Continental AG_CON |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CON GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -275.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -35630.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Brown & Brown Inc_BRO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BRO UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -946.70000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -37375.85000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | WSP Global Inc_WSP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WSP CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 434.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 29685.95000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Arthur J Gallagher & Co_AJG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AJG UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -366.11000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -34864.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AGS BB Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 646.56000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 38233.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Electric Power Development Co_9513 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9513 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1485.28000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36176.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SKAB SS Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1609.12000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36390.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Aena SME SA_AENA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AENA SQ Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 258.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 49490.04000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | BioMarin Pharmaceutical Inc_BMRN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BMRN UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -636.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -53843.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Atlas Copco AB_ATCOB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ATCOB SS E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1098.60000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 38165.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bio-Rad Laboratories Inc_BIO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BIO UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 98.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36506.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Alphabet Inc_GOOGL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GOOGL UW E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -28.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -38582.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BIIB UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 58.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 17397.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Gjensidige Forsikring ASA_GJF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GJF NO Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1807.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 37902.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | British American Tobacco PLC_BATS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BATS LN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -10.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -43565.22000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AmerisourceBergen Corp_ABC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ABC UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 447.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 38079.95000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CIMIC Group Ltd_CIM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CIM AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 91.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 2120.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Chr Hansen Holding A/S_CHR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CHR DC Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -278.28000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -22130.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Challenger Ltd_CGF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CGF AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7744.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 44042.80000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | American Financial Group Inc/O_AFG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AFG UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 344.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 37746.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bombardier Inc_BBD/B |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BBD/B CT E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -18473.12000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -27494.22000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Harvey Norman Holdings Ltd_HVN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HVN AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12390.50000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35449.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Chocoladefabriken Lindt & Spru_LISN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LISN SE Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 37853.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AP Moller - Maersk A/S_MAERSKB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MAERSKB DC_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 34450.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DOV UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 229.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 26493.71000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | FLIR Systems Inc_FLIR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FLIR UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 705.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36759.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | H&R Block Inc_HRB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HRB UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3114.24000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 73122.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | First Republic Bank/CA_FRC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FRC UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -316.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -37117.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Broadcom Inc_AVGO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AVGO UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -240.34000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -75953.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kikkoman Corp_2801 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2801 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1443.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -71326.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Assurant Inc_AIZ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AIZ UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 289.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 37995.50000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | George Weston Ltd_WN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WN CT Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 430.99000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 34240.28000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Jardine Cycle & Carriage Ltd_JCNC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JCNC SP Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1631.99000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36532.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Molson Coors Beverage Co_TAP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TAP UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1293.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -69739.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Canadian Tire Corp Ltd_CTC/A |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CTC/A CT E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 56.92000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 6134.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Atco Ltd/Canada_ACO/X |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ACO/X CT E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3049.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 117038.87000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Corteva Inc_CTVA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CTVA UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -658.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -19457.01000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Morgan Stanley_MS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MS UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -235.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -12030.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Globe Life Inc_GL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GL UN Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 380.36000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 40033.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Canadian Utilities Ltd_CU |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CU CT Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2390.74000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 72215.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | HollyFrontier Corp_HFC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HFC UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1403.84000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 71188.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Grubhub Inc_GRUB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GRUB UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1735.21000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -84400.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sumitomo Mitsui Trust Holdings_8309 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8309 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1021.05000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 40747.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Alleghany Corp_Y |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | Y UN Equit_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -44.70000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -35741.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NK FP Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 372.16000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 15740.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ralph Lauren Corp_RL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RL UN Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 291.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 34154.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IEX UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -231.48000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -39814.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TRYG DC Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1226.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36382.04000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kyowa Kirin Co Ltd_4151 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4151 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -621.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -14705.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Arista Networks Inc_ANET |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ANET UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -230.78000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -46940.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Industrivarden AB_INDUC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | INDUC SS E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 177.32000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4279.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Seven & i Holdings Co Ltd_3382 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 3382 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -919.12000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -33855.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KN FP Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5655.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -25128.57000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sumitomo Realty & Development_8830 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8830 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -193.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6773.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GIB/A CT E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 362.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 30351.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Invitation Homes Inc_INVH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | INVH UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1203.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36078.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | a2 Milk Co Ltd_ATM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ATM NZ Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8752.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 88689.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Singapore Telecommunications L_ST |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ST SP Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -31067.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -77862.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Williams Cos Inc/The_WMB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WMB UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -330.68000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7843.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Brown-Forman Corp_BF/B |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BF/B UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -559.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -37843.53000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | International Business Machine_IBM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IBM UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 2714.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | COTY UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5680.91000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -63910.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Daiwa Securities Group Inc_8601 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8601 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6963.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35435.62000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Alkermes PLC_ALKS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ALKS UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1842.76000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 37592.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Medibank Pvt Ltd_MPL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MPL AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 32178.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 71477.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Edwards Lifesciences Corp_EW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EW UN Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 151.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35393.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AAPL UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -146.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -43110.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ulta Beauty Inc_ULTA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ULTA UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -235.28000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -59559.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hirose Electric Co Ltd_6806 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6806 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 291.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 37578.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Taiyo Nippon Sanso Corp_4091 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4091 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1669.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 37302.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | APTV UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -389.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36947.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Toyoda Gosei Co Ltd_7282 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7282 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3168.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 80029.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | First Quantum Minerals Ltd_FM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FM CT Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -140.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1427.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Franco-Nevada Corp_FNV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FNV CT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -376.48000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -38929.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Insulet Corp_PODD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PODD UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -197.74000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -33853.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Arconic Inc_ARNC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ARNC UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1168.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35943.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HES UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -577.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -38603.39000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UMI BB Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -547.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -26652.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KLAC UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 220.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 39259.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mitsubishi Estate Co Ltd_8802 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8802 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1759.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -33823.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Parsley Energy Inc_PE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PE UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3409.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -64482.04000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mitsubishi Corp_8058 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8058 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -989.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -26394.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mizrahi Tefahot Bank Ltd_MZTF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MZTF IT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13.28000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35369.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | T UN Equit_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1522.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -59489.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kirkland Lake Gold Ltd_KL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KL CT Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -439.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -19389.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Showa Denko KK_4004 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4004 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1303.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 34781.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SYY UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 456.85000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 39078.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Computershare Ltd_CPU |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CPU AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4790.68000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -56508.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Walt Disney Co/The_DIS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DIS UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -280.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -40537.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ramsay Health Care Ltd_RHC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RHC AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1630.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 83147.61000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Galapagos NV_GLPG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GLPG NA Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 164.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 34334.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NGK Spark Plug Co Ltd_5334 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 5334 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2258.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -44349.48000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | W UN Equit_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -895.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -80907.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Raymond James Financial Inc_RJF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RJF UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 376.05000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 33641.33000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6645 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -156.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9240.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Brookfield Asset Management In_BAM/A |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BAM/A CT E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -697.11000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -40334.62000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Healthpeak Properties Inc_PEAK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PEAK UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 958.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 33043.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Pembina Pipeline Corp_PPL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PPL CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1911.19000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 70935.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Honeywell International Inc_HON |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HON UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -12.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2162.71000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Omnicom Group Inc_OMC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OMC UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 758.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 61441.45000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DXCM UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -119.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -26111.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cardinal Health Inc_CAH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CAH UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -624.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -31598.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sealed Air Corp_SEE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SEE UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1778.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 70819.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Great-West Lifeco Inc_GWO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GWO CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1574.70000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 40389.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Seven Bank Ltd_8410 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8410 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -11166.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36786.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BAS GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -183.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -13891.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Suncor Energy Inc_SU |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SU CT Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -847.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -27831.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Starbucks Corp_SBUX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SBUX UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -403.80000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -35501.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Toshiba Corp_6502 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6502 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2037.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 69478.50000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Spirax-Sarco Engineering PLC_SPX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SPX LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36388.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Central Japan Railway Co_9022 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9022 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -158.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -32150.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KMX UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -419.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36772.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Zurich Insurance Group AG_ZURN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ZURN SE Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 94.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 38658.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hermes International_RMS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RMS FP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2.53000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1893.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USB UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -572.85000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -33964.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ELISA FH E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 669.49000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 37011.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AGC Inc/Japan_5201 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 5201 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 971.11000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35118.01000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Medipal Holdings Corp_7459 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7459 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3265.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 72498.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | BHP Group Ltd_BHP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BHP AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2279.48000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -62363.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Softbank Corp_9434 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9434 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2591.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -34797.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sumitomo Chemical Co Ltd_4005 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4005 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20703.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 94875.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Burlington Stores Inc_BURL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BURL UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -90.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -20669.73000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Daikin Industries Ltd_6367 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6367 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -335.69000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -47724.01000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | United Technologies Corp_UTX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UTX UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -260.48000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -39009.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Westlake Chemical Corp_WLK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WLK UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -607.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -42586.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | iA Financial Corp Inc_IAG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IAG CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2965.31000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 163111.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Japan Prime Realty Investment_8955 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8955 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 65287.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Wartsila OYJ Abp_WRT1V |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WRT1V FH E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5485.16000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -60647.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mebuki Financial Group Inc_7167 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7167 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 28451.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 73305.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MNG LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 122.28000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 38424.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UN01 GY Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2265.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 75040.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Investor AB_INVEB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | INVEB SS E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -757.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -41368.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hennes & Mauritz AB_HMB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HMB SS Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1147.85000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -23356.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CenterPoint Energy Inc_CNP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CNP UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2572.71000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 70157.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mitsubishi Gas Chemical Co Inc_4182 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4182 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -356.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5487.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | City Developments Ltd_CIT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CIT SP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4601.34000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -37470.45000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mettler-Toledo International I_MTD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MTD UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 67.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 53333.45000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CF Industries Holdings Inc_CF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CF UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -729.06000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -34805.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cboe Global Markets Inc_CBOE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CBOE UF Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -307.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36919.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mitsui Chemicals Inc_4183 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4183 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1477.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36433.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Deutsche Lufthansa AG_LHA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LHA GY Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1911.51000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35210.41000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Aroundtown SA_AT1 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AT1 GY Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4137.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 37076.33000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Chubu Electric Power Co Inc_9502 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9502 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2477.21000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -35137.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Japan Airlines Co Ltd_9201 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9201 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -426.68000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -13337.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fifth Third Bancorp_FITB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FITB UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1143.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35138.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hulic Co Ltd_3003 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 3003 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3331.53000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 40343.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nippon Building Fund Inc_8951 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8951 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4.62000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 33831.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CNH Industrial NV_CNHI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CNHI IM Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3422.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 37608.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | PerkinElmer Inc_PKI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PKI UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 474.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 46069.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Trend Micro Inc/Japan_4704 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4704 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1523.60000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 78510.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PCAR UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -88.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6967.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Deutsche Wohnen SE_DWNI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DWNI GY Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1478.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -60434.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ENG SQ Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 128.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 3288.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Konica Minolta Inc_4902 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4902 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5065.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 33236.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Prologis Inc_PLD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PLD UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 392.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 34977.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cimarex Energy Co_XEC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | XEC UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1800.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -94517.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | McDonald's Holdings Co Japan L_2702 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2702 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 706.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 34061.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Lennox International Inc_LII |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LII UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 150.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36669.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | ServiceNow Inc_NOW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NOW UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 138.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 39191.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CIT Group Inc_CIT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CIT UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 802.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36619.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | PeptiDream Inc_4587 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4587 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -28.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1446.57000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Lamb Weston Holdings Inc_LW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LW UN Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 457.48000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 39357.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Severn Trent PLC_SVT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SVT LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 27.68000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 92227.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Procter & Gamble Co/The_PG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PG UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -582.90000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -72804.61000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AutoZone Inc_AZO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AZO UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 33.31000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 39684.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Whitbread PLC_WTB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WTB LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 2383.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Genuine Parts Co_GPC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GPC UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 335.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35596.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Micron Technology Inc_MU |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MU UW Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -89.24000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4799.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Swisscom AG_SCMN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SCMN SE Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 71.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 37728.50000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sumitomo Metal Mining Co Ltd_5713 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 5713 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1121.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36578.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GMAB DC Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -21.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4723.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Dollar Tree Inc_DLTR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DLTR UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -700.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -65896.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 823 HK Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3205.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 33937.53000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SGP AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11786.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 38279.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Evonik Industries AG_EVK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EVK GY Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1206.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36846.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | RioCan Real Estate Investment_REI-U |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | REI-U CT E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1763.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36383.39000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fidelity National Financial In_FNF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FNF UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -749.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -34001.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OKE UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -501.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -37982.71000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TSCO LN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 87.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 29502.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Galaxy Entertainment Group Ltd_27 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 27 HK Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4961.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36548.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Middleby Corp/The_MIDD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MIDD UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 322.71000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35342.73000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ROKU UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -436.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -58399.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Tsuruha Holdings Inc_3391 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 3391 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -319.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -41235.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Microchip Technology Inc_MCHP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MCHP UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -357.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -37406.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Steel Dynamics Inc_STLD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | STLD UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 275.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 9394.38000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HO FP Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -368.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -38286.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Halliburton Co_HAL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HAL UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1543.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -37763.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sands China Ltd_1928 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 1928 HK Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8146.45000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -43545.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kansai Electric Power Co Inc/T_9503 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9503 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5009.34000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -58286.78000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Orsted A/S_ORSTED |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ORSTED DC_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -377.28000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -39049.01000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Yara International ASA_YAR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | YAR NO Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -861.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -35787.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Iron Mountain Inc_IRM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IRM UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1107.56000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35298.03000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AME UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -351.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -35097.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Liberty Media Corp-Liberty Sir_LSXMK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LSXMK UW E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 570.50000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 27463.73000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Willis Towers Watson PLC_WLTW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WLTW UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -181.11000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36574.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SSE LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 44.11000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 84060.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4452 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -327.56000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -27202.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | BAE Systems PLC_BA/ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BA/ LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 48.53000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36313.63000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sarepta Therapeutics Inc_SRPT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SRPT UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -911.90000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -117671.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SBA Communications Corp_SBAC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SBAC UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -150.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36382.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ALV UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 474.48000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 40051.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | MISUMI Group Inc_9962 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9962 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3002.28000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -75198.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SEI Investments Co_SEIC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SEIC UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 580.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 37998.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Verizon Communications Inc_VZ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VZ UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -577.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -35487.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hoshizaki Corp_6465 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6465 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -667.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -59800.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | TJX Cos Inc/The_TJX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TJX UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 556.24000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 33963.73000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Reckitt Benckiser Group PLC_RB/ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RB/ LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -37116.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Woolworths Group Ltd_WOW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WOW AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1368.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 34776.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Recordati SpA_REC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | REC IM Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 918.58000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 38738.71000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TUI LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -14.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -18875.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8591 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -250.60000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4176.01000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mondelez International Inc_MDLZ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MDLZ UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 630.16000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 34709.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | REP SQ Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1361.24000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 21284.85000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VNA GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -676.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36443.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nomura Research Institute Ltd_4307 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4307 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1630.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35077.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Croda International PLC_CRDA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CRDA LN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 40703.57000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CSL AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -161.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -31222.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Suntec Real Estate Investment_SUN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SUN SP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -26562.12000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36347.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Rentokil Initial PLC_RTO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RTO LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17.84000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 10708.73000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | OGE Energy Corp_OGE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OGE UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 814.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36204.33000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ADS GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -69.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -22500.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | United Therapeutics Corp_UTHR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UTHR UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 376.51000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 33163.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cognex Corp_CGNX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CGNX UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -685.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -38431.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sharp Corp/Japan_6753 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6753 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 370.90000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5750.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Wm Morrison Supermarkets PLC_MRW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MRW LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 148.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 39271.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SS&C Technologies Holdings Inc_SSNC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SSNC UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -433.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -26610.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | ViacomCBS Inc_VIAC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VIAC UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 474.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 19933.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Constellation Software Inc/Can_CSU |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CSU CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 38.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 37105.12000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Paychex Inc_PAYX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PAYX UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 410.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 34950.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LR FP Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 146.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11911.01000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nippon Electric Glass Co Ltd_5214 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 5214 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3189.91000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 71650.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Huntington Ingalls Industries_HII |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HII UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 187.76000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 47105.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Husqvarna AB_HUSQB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HUSQB SS E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5008.76000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 40140.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Standard Life Aberdeen PLC_SLA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SLA LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -87.60000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -38075.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Swatch Group AG/The_UHR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UHR SE Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -14.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3903.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KER FP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -72.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -47672.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Taisei Corp_1801 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 1801 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -853.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -35691.77000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Quebecor Inc_QBR/B |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | QBR/B CT E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1546.41000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 39520.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | GPT Group/The_GPT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GPT AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4623.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 18200.85000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sumitomo Electric Industries L_5802 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 5802 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2611.84000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 39703.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Royal Dutch Shell PLC_RDSA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RDSA LN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -11918.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 3436 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -171.19000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2876.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hannover Rueck SE_HNR1 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HNR1 GY Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 189.91000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36730.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Trimble Inc_TRMB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TRMB UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 64.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 2704.85000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Terumo Corp_4543 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4543 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 951.74000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 34023.62000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FOXA UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -922.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -34183.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | XPO Logistics Inc_XPO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | XPO UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -282.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -22550.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Telefonica Deutschland Holding_O2D |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | O2D GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -11594.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -33628.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Telia Co AB_TELIA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TELIA SS E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8475.12000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36440.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NortonLifeLock Inc_NLOK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NLOK UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 485.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 12396.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sumitomo Dainippon Pharma Co L_4506 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4506 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1243.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -24362.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Smurfit Kappa Group PLC_SKG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SKG ID Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 356.84000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 13722.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Swiss Life Holding AG_SLHN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SLHN SE Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 76.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 38170.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Unilever PLC_ULVR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ULVR LN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2.71000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 15597.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | UniCredit SpA_UCG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UCG IM Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5149.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -75261.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Owens Corning_OC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OC UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -607.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -39552.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FLEX UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1578.41000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 19919.53000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Subaru Corp_7270 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7270 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2565.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -64061.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Spark New Zealand Ltd_SPK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SPK NZ Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 24320.49000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 71045.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fidelity National Information_FIS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FIS UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 79.34000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11034.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | XLNX UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 168.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 16489.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ubisoft Entertainment SA_UBI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UBI FP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -851.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -58884.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SMC Corp/Japan_6273 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6273 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -132.34000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -61240.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Xerox Holdings Corp_XRX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | XRX UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1264.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 46632.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hamamatsu Photonics KK_6965 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6965 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -852.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -35253.80000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Westinghouse Air Brake Technol_WAB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WAB UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1029.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -80081.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | QRVO UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -234.06000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -27204.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WMT UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -299.11000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -35546.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Waste Connections Inc_WCN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WCN UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -34.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3175.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Veeva Systems Inc_VEEV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VEEV UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 210.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 29603.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Electronic Arts Inc_EA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EA UW Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -189.73000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -20397.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Keisei Electric Railway Co Ltd_9009 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9009 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -874.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -34109.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | HeidelbergCement AG_HEI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HEI GY Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 480.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35065.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GET FP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4539.12000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -79025.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mitsubishi Heavy Industries Lt_7011 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7011 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2489.99000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 97331.38000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Tyson Foods Inc_TSN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TSN UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 401.68000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36568.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Maruichi Steel Tube Ltd_5463 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 5463 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -661.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -18761.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Shimamura Co Ltd_8227 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8227 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 415.80000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 31833.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SAP GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -308.32000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -41640.97000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FGR FP Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 348.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 39942.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Raiffeisen Bank International_RBI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RBI AV Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -922.28000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -23179.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Honda Motor Co Ltd_7267 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7267 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1099.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -31362.80000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Wilmar International Ltd_WIL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WIL SP Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11768.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36059.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Southwest Airlines Co_LUV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LUV UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 683.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36881.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Swiss Prime Site AG_SPSN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SPSN SE Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 705.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 81578.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Shimadzu Corp_7701 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7701 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1156.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36623.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sumitomo Mitsui Financial Grou_8316 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8316 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 40.90000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1519.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Yokogawa Electric Corp_6841 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6841 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3437.84000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 61022.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Straumann Holding AG_STMN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | STMN SE Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 46.21000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 45356.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RMD UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 512.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 79355.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Pinterest Inc_PINS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PINS UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3849.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -71763.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Swiss Re AG_SREN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SREN SE Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 636.19000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 71414.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SATS SP Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10126.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 38107.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Berkshire Hathaway Inc_BRK/B |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BRK/B UN E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -172.84000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -39147.48000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Abbott Laboratories_ABT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ABT UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1318.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | 1&1 Drillisch AG_DRI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DRI GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -694.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -17845.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Benesse Holdings Inc_9783 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9783 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1341.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35486.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Aozora Bank Ltd_8304 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8304 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1340.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -35658.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Banco de Sabadell SA_SAB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SAB SQ Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14571.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 17010.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BOL SS Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1237.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 32854.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Canadian National Railway Co_CNR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CNR CT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -159.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -14446.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CA FP Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2147.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36040.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bank Hapoalim BM_POLI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | POLI IT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 43.19000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35825.45000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hershey Co/The_HSY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HSY UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 225.60000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 33159.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Coca-Cola Bottlers Japan Holdi_2579 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2579 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -583.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -14995.38000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IPN FP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -558.70000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -49544.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | JPMorgan Cash USA 1M_JPCAUS1M |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JPCAUS1M I_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -12015.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3636210.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Konami Holdings Corp_9766 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9766 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 784.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 32392.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Emerson Electric Co_EMR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EMR UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 229.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 17476.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Brighthouse Financial Inc_BHF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BHF UW Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1766.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 69305.22000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Groupe Bruxelles Lambert SA_GBLB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GBLB BB Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 368.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 38837.41000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CVS Health Corp_CVS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CVS UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -576.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -42839.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kyushu Railway Co_9142 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9142 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1108.70000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -37237.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MRK GY Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 146.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 17320.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | National Oilwell Varco Inc_NOV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NOV UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1468.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36780.63000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nomura Holdings Inc_8604 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8604 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1895.99000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 9829.33000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NESTE FH E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1830.45000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -63736.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NTAP UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 298.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 18573.78000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Norsk Hydro ASA_NHY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NHY NO Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -9400.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -34919.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7731 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -167.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2066.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Novozymes A/S_NZYMB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NZYMB DC E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 835.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 40890.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Spirit AeroSystems Holdings In_SPR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SPR UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 646.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 47106.12000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VER AV Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1704.68000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -85610.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Texas Instruments Inc_TXN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TXN UW Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1397.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GFC FP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -134.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -24114.78000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Coloplast A/S_COLOB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | COLOB DC E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 425.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 52767.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | H CT Equit_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1879.45000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36349.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Imperial Oil Ltd_IMO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IMO CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2115.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 56028.45000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | IPG Photonics Corp_IPGP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IPGP UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -254.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36831.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Japan Airport Terminal Co Ltd_9706 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9706 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 341.71000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 19148.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | JGC Holdings Corp_1963 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 1963 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1627.06000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -26275.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Keppel Corp Ltd_KEP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KEP SP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -6865.84000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -34567.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NRG Energy Inc_NRG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NRG UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -748.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -29750.48000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Occidental Petroleum Corp_OXY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OXY UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -952.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -39238.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ryohin Keikaku Co Ltd_7453 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7453 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1743.36000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -41003.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Royal Dutch Shell PLC_RDSB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RDSB LN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -9.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -27218.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Scentre Group_SCG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SCG AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10570.21000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 28458.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | UBS Group AG_UBSG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UBSG SE Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2776.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -35054.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Targa Resources Corp_TRGP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TRGP UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1951.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -79693.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VTR UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -500.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -28885.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Yue Yuen Industrial Holdings L_551 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 551 HK Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 25437.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 75085.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Coles Group Ltd_COL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | COL AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6996.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 72990.71000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Turquoise Hill Resources Ltd_TRQ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TRQ CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 61909.51000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 45354.95000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Admiral Group PLC_ADM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ADM LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6.62000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 20261.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Air Water Inc_4088 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4088 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5694.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 83840.95000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Acom Co Ltd_8572 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8572 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -16749.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -76601.73000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Aisin Seiki Co Ltd_7259 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7259 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2030.41000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 76041.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AIB Group PLC_AIBG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AIBG ID Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -9226.76000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -32168.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UHAL UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -92.40000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -34726.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Advanced Micro Devices Inc_AMD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AMD UW Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1895.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -86909.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ajinomoto Co Inc_2802 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2802 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -241.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4040.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AMCR UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3445.76000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -37352.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AVEVA Group PLC_AVV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AVV LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36716.41000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Allergan PLC_AGN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AGN UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -342.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -65548.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Archer-Daniels-Midland Co_ADM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ADM UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 40.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1867.57000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | BlackBerry Ltd_BB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BB CT Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7584.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 48840.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Aurizon Holdings Ltd_AZJ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AZJ AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8926.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 32816.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Alimentation Couche-Tard Inc_ATD/B |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ATD/B CT E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 452.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 14368.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Arrow Electronics Inc_ARW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ARW UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 533.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 45206.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bank of East Asia Ltd/The_23 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 23 HK Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3952.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 8827.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BKIA SQ Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -710.60000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1517.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | American International Group I_AIG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AIG UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 671.32000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 34458.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Aristocrat Leisure Ltd_ALL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ALL AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3491.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 82644.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AKE FP Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 335.69000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35684.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Australia & New Zealand Bankin_ANZ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ANZ AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4162.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -72061.85000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | American Airlines Group Inc_AAL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AAL UW Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1339.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -38426.38000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ATO FP Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 243.74000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 20333.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Brother Industries Ltd_6448 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6448 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1932.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 40389.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bankinter SA_BKT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BKT SQ Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4080.16000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -29916.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bridgestone Corp_5108 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 5108 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 939.28000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35177.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Auckland International Airport_AIA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AIA NZ Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6152.60000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36319.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bristol-Myers Squibb Co_BMY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BMY UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -313.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -20139.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | ArcelorMittal SA_MT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MT NA Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1656.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -29090.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Atlas Copco AB_ATCOA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ATCOA SS E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 959.12000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 38278.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Baloise Holding AG_BALN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BALN SE Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 383.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 69363.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Brookfield Property REIT Inc_BPR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BPR UW Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1921.11000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35434.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2229 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1118.91000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36601.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7751 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -566.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -15561.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Canadian Natural Resources Ltd_CNQ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CNQ CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1195.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 38724.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CapitaLand Commercial Trust_CCT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CCT SP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -23924.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -35406.12000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AC CT Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3020.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 112991.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AusNet Services_AST |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AST AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 60526.76000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 72330.41000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Amada Holdings Co Ltd_6113 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6113 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2864.21000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 32944.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Boeing Co/The_BA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BA UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -95.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -31085.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Amazon.com Inc_AMZN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AMZN UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -19.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36306.50000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bendigo & Adelaide Bank Ltd_BEN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BEN AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3674.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 25258.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CDK Global Inc_CDK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CDK UW Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 109.05000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5963.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CH Robinson Worldwide Inc_CHRW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CHRW UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 236.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 18468.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CDW UW Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 39.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5645.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Check Point Software Technolog_CHKP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CHKP UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 73.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 8189.95000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Chugai Pharmaceutical Co Ltd_4519 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4519 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -58.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5396.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cintas Corp_CTAS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CTAS UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 134.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36203.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Daicel Corp_4202 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4202 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7388.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 71320.62000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Chocoladefabriken Lindt & Spru_LISP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LISP SE Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 37134.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cie Financiere Richemont SA_CFR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CFR SE Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -512.11000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -40224.39000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Chevron Corp_CVX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CVX UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -313.80000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -37815.45000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CRH ID Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -183.69000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7354.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | APA AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3278.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 25577.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fujitsu Ltd_6702 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6702 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 751.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 70990.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CoStar Group Inc_CSGP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CSGP UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 59.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35410.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Coca-Cola HBC AG_CCH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CCH LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36767.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Axalta Coating Systems Ltd_AXTA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AXTA UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1245.90000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 37875.41000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Compass Group PLC_CPG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CPG LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 26.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 65358.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bank of Queensland Ltd_BOQ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BOQ AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11262.85000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 57399.87000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bank of Montreal_BMO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BMO CT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -270.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -20977.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Empire Co Ltd_EMP/A |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EMP/A CT E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1938.62000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 45537.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | East West Bancorp Inc_EWBC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EWBC UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 882.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 42965.77000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cie de Saint-Gobain_SGO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SGO FP Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 861.16000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35282.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fast Retailing Co Ltd_9983 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9983 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -121.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -72481.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Dairy Farm International Holdi_DFI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DFI SP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -23564.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -134554.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Investec PLC_INVP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | INVP LN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 62.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36645.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Commerzbank AG_CBK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CBK GY Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2112.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 13084.38000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EOAN GY Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6011.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 64271.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | General Motors Co_GM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GM UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -357.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -13096.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FDX UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -209.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -31732.73000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Daito Trust Construction Co Lt_1878 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 1878 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -72.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8989.53000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fresenius Medical Care AG & Co_FME |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FME GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -330.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -24452.50000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Crown Holdings Inc_CCK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CCK UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 936.78000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 67953.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Citizens Financial Group Inc_CFG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CFG UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -216.34000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8785.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Danske Bank A/S_DANSKE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DANSKE DC_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2106.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 34112.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ELE SQ Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 842.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 22485.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Commonwealth Bank of Australia_CBA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CBA AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -655.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36838.03000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Eli Lilly & Co_LLY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LLY UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 207.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 27309.50000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6954 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -191.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -35747.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Eaton Vance Corp_EV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EV UN Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1679.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 78403.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | EssilorLuxottica SA_EL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EL FP Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -742.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -113145.50000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Lowe's Cos Inc_LOW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LOW UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 623.36000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 74653.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | DXC Technology Co_DXC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DXC UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -823.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -30938.12000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | M UN Equit_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 171.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 2919.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EVRG UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -561.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36543.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HLMA LN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 21.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 61598.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fresnillo PLC_FRES |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FRES LN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -50.41000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -42752.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Flowserve Corp_FLS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FLS UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 830.76000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 41347.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | F5 Networks Inc_FFIV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FFIV UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 60.49000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 8447.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | HEICO Corp_HEI/A |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HEI/A UN E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -368.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -32976.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | IDEXX Laboratories Inc_IDXX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IDXX UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 132.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 34492.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | FamilyMart Co Ltd_8028 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8028 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -863.11000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -20848.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Diamondback Energy Inc_FANG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FANG UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1282.21000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -119066.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Eutelsat Communications SA_ETL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ETL FP Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4256.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 69234.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Air Liquide SA_AI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AI FP Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 258.76000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36655.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Erie Indemnity Co_ERIE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ERIE UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 59.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 9894.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bank Leumi Le-Israel BM_LUMI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LUMI IT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 47.16000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 34326.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Harley-Davidson Inc_HOG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HOG UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1071.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 39857.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | COV FP Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 336.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 38245.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Dollarama Inc_DOL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DOL CT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1072.53000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36913.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ferrovial SA_FER |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FER SQ Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2445.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -74024.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Dai-ichi Life Holdings Inc_8750 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8750 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -95.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1598.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fortune Brands Home & Security_FBHS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FBHS UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 561.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36660.39000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CenturyLink Inc_CTL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CTL UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1033.56000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -13653.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | HSBC Holdings PLC_HSBA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HSBA LN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -27.41000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -21492.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | General Electric Co_GE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GE UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -6112.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -68220.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GFS LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 303.58000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 87672.63000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Essity AB_ESSITYB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ESSITYB SS_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1116.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35980.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | GMO Payment Gateway Inc_3769 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 3769 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -318.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -21900.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Continental Resources Inc/OK_CLR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CLR UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3122.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -107093.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Elanco Animal Health Inc_ELAN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ELAN UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1289.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -37977.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EBAY UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 954.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 34480.78000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Husky Energy Inc_HSE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HSE CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6003.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 48242.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | InterContinental Hotels Group_IHG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IHG LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1.76000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -12140.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Intesa Sanpaolo SpA_ISP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ISP IM Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -36548.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -96348.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Conagra Brands Inc_CAG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CAG UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2016.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -69034.71000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Heineken Holding NV_HEIO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HEIO NA Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1022.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 99153.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ingredion Inc_INGR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | INGR UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 451.36000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 41953.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Iida Group Holdings Co Ltd_3291 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 3291 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6278.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 110857.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Japan Tobacco Inc_2914 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2914 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1441.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -32259.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hartford Financial Services Gr_HIG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HIG UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -612.78000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -37238.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | IQVIA Holdings Inc_IQV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IQV UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 141.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 21826.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Jones Lang LaSalle Inc_JLL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JLL UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 271.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 47254.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Japan Post Insurance Co Ltd_7181 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7181 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2054.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -35198.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7013 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -530.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -12557.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | National Grid PLC_NG/ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NG/ LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 34.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 42581.01000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kakaku.com Inc_2371 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2371 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1415.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36374.77000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hikari Tsushin Inc_9435 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9435 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 145.68000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36769.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Open Text Corp_OTEX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OTEX CT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 232.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 10249.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Idemitsu Kosan Co Ltd_5019 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 5019 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1723.06000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -48041.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Israel Chemicals Ltd_ICL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ICL IT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 161.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 75990.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Gilead Sciences Inc_GILD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GILD UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1156.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 75141.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Japan Retail Fund Investment C_8953 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8953 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 28.92000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 62093.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PNR UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 998.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 45806.95000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | International Consolidated Air_IAG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IAG SQ Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3351.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -27163.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Helmerich & Payne Inc_HP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HP UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -847.74000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -38512.78000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | ITOCHU Corp_8001 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8001 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1792.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 41805.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Republic Services Inc_RSG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RSG UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 156.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 14053.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fortive Corp_FTV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FTV UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -311.40000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -23787.95000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IT UN Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 475.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 73290.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cognizant Technology Solutions_CTSH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CTSH UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 591.49000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36683.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Realty Income Corp_O |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | O UN Equit_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -892.99000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -65750.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ILD FP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -506.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -65754.71000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UG FP Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1344.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 32145.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | K UN Equit_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 567.32000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 39236.12000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hakuhodo DY Holdings Inc_2433 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2433 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 161.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 2625.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DEC FP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1232.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -38002.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SQ UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1113.90000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -69685.77000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DAI GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -148.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8227.95000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kawasaki Heavy Industries Ltd_7012 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7012 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1546.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 34268.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Tokyo Gas Co Ltd_9531 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9531 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2879.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -70252.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | KBC Group NV_KBC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KBC BB Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 91.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 6878.12000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Johnson & Johnson_JNJ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JNJ UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -517.21000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -75444.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | United Internet AG_UTDI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UTDI GY Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -601.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -19763.78000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Vitasoy International Holdings_345 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 345 HK Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6749.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 24471.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EXO IM Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 453.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35170.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9433 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1286.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -38504.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hitachi Metals Ltd_5486 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 5486 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2317.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 34395.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Exxon Mobil Corp_XOM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | XOM UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -74.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5201.63000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KEY CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1980.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 51953.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Imperial Brands PLC_IMB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IMB LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5618.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Expedia Group Inc_EXPE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EXPE UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 203.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 21985.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kurita Water Industries Ltd_6370 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6370 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1324.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 39655.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | INF LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 10517.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Host Hotels & Resorts Inc_HST |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HST UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2197.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 40754.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Liberty Global PLC_LBTYA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LBTYA UW E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 156.21000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 3552.22000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | JB Hunt Transport Services Inc_JBHT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JBHT UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -279.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -32608.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Jardine Strategic Holdings Ltd_JS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JS SP Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4689.48000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -143732.71000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Itochu Techno-Solutions Corp_4739 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4739 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1267.16000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35854.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4912 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1782.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 34859.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Macquarie Group Ltd_MQG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MQG AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -256.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -24814.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Intuitive Surgical Inc_ISRG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ISRG UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 61.50000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36355.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Yamaguchi Financial Group Inc_8418 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8418 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5042.85000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -34523.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | John Wood Group PLC_WG/ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WG/ LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -51.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -26935.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mercari Inc_4385 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4385 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -6070.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -124853.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MKL UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -62.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -71406.50000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | METSO FH E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1051.76000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 41533.63000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Liberty Media Corp-Liberty Sir_LSXMA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LSXMA UW E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -202.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9807.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Jazz Pharmaceuticals PLC_JAZZ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JAZZ UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -12.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1914.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Liberty Broadband Corp_LBRDK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LBRDK UW E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -592.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -74469.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | McDonald's Corp_MCD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MCD UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -46.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9265.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LXS GY Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1113.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 74763.61000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Koninklijke DSM NV_DSM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DSM NA Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 267.58000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 34871.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | International Flavors & Fragra_IFF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IFF UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -520.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -67139.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NICE IT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36195.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Live Nation Entertainment Inc_LYV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LYV UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 534.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 38183.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RF FP Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 980.70000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 67151.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Melrose Industries PLC_MRO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MRO LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -37.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -11939.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | MarketAxess Holdings Inc_MKTX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MKTX UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -160.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -60780.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Naturgy Energy Group SA_NTGY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NTGY SQ Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1312.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -33011.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2413 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1571.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -47784.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Marsh & McLennan Cos Inc_MMC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MMC UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 51.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5720.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Marathon Petroleum Corp_MPC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MPC UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 607.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36621.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Infineon Technologies AG_IFX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IFX GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3266.62000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -74472.38000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Liberty Property Trust_LPT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LPT UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -26.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1616.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Meridian Energy Ltd_MEL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MEL NZ Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11011.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 37143.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | MonotaRO Co Ltd_3064 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 3064 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -845.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -22734.73000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nektar Therapeutics_NKTR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NKTR UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4666.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -100727.41000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mitsubishi UFJ Financial Group_8306 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8306 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -6842.76000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -37351.03000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Lam Research Corp_LRCX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LRCX UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 136.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 39931.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | MercadoLibre Inc_MELI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MELI UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -40.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -22898.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nippon Steel Corp_5401 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 5401 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -576.34000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8771.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mitsubishi Motors Corp_7211 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7211 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -7662.76000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -32293.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ORA FP Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2357.58000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 34720.53000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | O'Reilly Automotive Inc_ORLY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ORLY UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 89.91000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 39404.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Metro Inc/CN_MRU |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MRU CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 821.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 33964.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Juniper Networks Inc_JNPR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JNPR UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4503.58000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 110923.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Noble Energy Inc_NBL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NBL UW Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1635.58000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -40627.80000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MYL UW Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1153.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -23179.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Leggett & Platt Inc_LEG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LEG UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 242.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 12348.38000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Jeronimo Martins SGPS SA_JMT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JMT PL Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2166.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35661.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OR FP Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -257.56000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -76323.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Jardine Matheson Holdings Ltd_JM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JM SP Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2616.41000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -145472.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | LIXIL Group Corp_5938 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 5938 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2580.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 44853.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KEY UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2192.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -44385.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8 HK Equit_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 63071.40000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 37316.04000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Medtronic PLC_MDT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MDT UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 320.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36333.87000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Novo Nordisk A/S_NOVOB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NOVOB DC E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -671.92000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -39026.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | REA Group Ltd_REA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | REA AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 201.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 14676.01000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LIN UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -496.85000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -105779.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Oriental Land Co Ltd/Japan_4661 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4661 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23.06000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 3157.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2651 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -626.11000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -35662.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NWSA UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1968.34000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -27832.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Power Financial Corp_PWF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PWF CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1571.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 42341.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | PrairieSky Royalty Ltd_PSK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PSK CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 837.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 9832.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Muenchener Rueckversicherungs-_MUV2 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MUV2 GY Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 123.99000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36604.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SCR FP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -879.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36934.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nippon Express Co Ltd_9062 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9062 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 573.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 33885.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | salesforce.com Inc_CRM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CRM UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -234.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -38057.38000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Progressive Corp/The_PGR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PGR UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 474.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 34314.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Park24 Co Ltd_4666 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4666 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1545.58000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 37958.57000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nisshin Seifun Group Inc_2002 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2002 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1251.90000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -21956.57000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ONEX CT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 753.40000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 47740.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Seagate Technology PLC_STX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | STX UW Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 663.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 39498.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | MEIJI Holdings Co Ltd_2269 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2269 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 31.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 2130.80000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sega Sammy Holdings Inc_6460 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6460 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2270.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 33067.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nabtesco Corp_6268 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6268 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -510.21000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -15328.54000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Shionogi & Co Ltd_4507 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4507 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 307.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 19140.41000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ORNBV FH E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 804.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 37283.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MOWI NO Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -379.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -9867.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Olympus Corp_7733 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7733 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5072.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 78830.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SIKA SE Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 352.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 66115.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sony Financial Holdings Inc_8729 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8729 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1500.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36275.31000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 66 HK Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3224.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 19056.12000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Regency Centers Corp_REG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | REG UW Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1049.78000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -66230.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Recruit Holdings Co Ltd_6098 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6098 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -123.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -4669.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Newell Brands Inc_NWL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NWL UW Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2722.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -52322.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Perrigo Co PLC_PRGO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PRGO UN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1072.11000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -55385.41000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Smith & Nephew PLC_SN/ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SN/ LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14.80000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35938.22000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Public Storage_PSA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PSA UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -151.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -32361.97000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nissan Chemical Corp_4021 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4021 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1772.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -74943.41000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sysmex Corp_6869 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6869 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -323.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -22168.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Shinsei Bank Ltd_8303 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8303 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4857.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -74862.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | TechnipFMC PLC_FTI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FTI UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1874.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 40190.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nomura Real Estate Master Fund_3462 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 3462 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 38.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 65209.62000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Swedbank AB_SWEDA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SWEDA SS E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1300.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -19378.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ryanair Holdings PLC_RYA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RYA ID Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4127.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -67780.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Teleflex Inc_TFX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TFX UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 98.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36921.12000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Unibail-Rodamco-Westfield_URW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | URW NA Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -446.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -70564.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SGSN SE Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 41170.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Norwegian Cruise Line Holdings_NCLH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NCLH UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 696.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 40687.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Tapestry Inc_TPR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TPR UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -735.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -19835.53000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | MGM Resorts International_MGM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MGM UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1350.05000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -44916.31000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Simon Property Group Inc_SPG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SPG UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1341.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ocado Group PLC_OCDO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OCDO LN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8.45000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -14315.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Telecom Italia SpA/Milano_TIT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TIT IM Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -30466.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -19028.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TSLA UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -335.73000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -140446.04000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Under Armour Inc_UA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UA UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2935.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -56300.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kyushu Electric Power Co Inc_9508 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9508 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3025.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 26304.50000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 5332 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -939.70000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -40121.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Smiths Group PLC_SMIN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SMIN LN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 23023.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Rio Tinto PLC_RIO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RIO LN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -6.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -41446.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SW FP Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 303.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35959.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Vermilion Energy Inc_VET |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VET CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 161.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 2638.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Singapore Press Holdings Ltd_SPH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SPH SP Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3582.84000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5808.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | VICI Properties Inc_VICI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VICI UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1414.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36150.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TEL NO Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1826.45000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 32726.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Svenska Handelsbanken AB_SHBA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SHBA SS Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 380.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4098.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Securitas AB_SECUB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SECUB SS E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 311.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5375.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Resona Holdings Inc_8308 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8308 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5965.84000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -26295.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Workday Inc_WDAY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WDAY UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -429.58000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -70644.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 3401 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5537.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 104198.61000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SGRO LN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 65.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 77696.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Volkswagen AG_VOW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VOW GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -10.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2068.73000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | United Urban Investment Corp_8960 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8960 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3109.03000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VFC UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -393.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -39192.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Walgreens Boots Alliance Inc_WBA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WBA UW Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 620.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36568.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Vicinity Centres_VCX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VCX AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17793.48000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 31144.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Worldline SA/France_WLN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WLN FP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -833.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -59048.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | WP Carey Inc_WPC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WPC UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -390.69000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -31271.01000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ZAL GY Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 259.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 13147.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WIX UW Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -299.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36631.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Welcia Holdings Co Ltd_3141 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 3141 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 563.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36027.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Yamada Denki Co Ltd_9831 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9831 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9727.05000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 51734.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Varian Medical Systems Inc_VAR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VAR UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 323.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 45898.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Zebra Technologies Corp_ZBRA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ZBRA UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 181.40000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 46336.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Z Holdings Corp_4689 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4689 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17493.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 74209.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Yokohama Rubber Co Ltd/The_5101 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 5101 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3622.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 71035.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | V UN Equit_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -217.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -40958.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Pargesa Holding SA_PARG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PARG SE Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 943.24000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 78363.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Stora Enso Oyj_STERV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | STERV FH E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -897.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -13054.48000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6481 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1184.19000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 32341.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | EMS-Chemie Holding AG_EMSN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EMSN SE Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 39.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 26245.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | EOG Resources Inc_EOG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EOG UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -748.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -62734.61000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ferguson PLC_FERG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FERG LN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36455.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | H Lundbeck A/S_LUN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LUN DC Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -623.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -23813.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | H&R Real Estate Investment Tru_HR-U |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HR-U CT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4040.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 65752.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | LafargeHolcim Ltd_LHN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LHN SE Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -657.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36486.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Isuzu Motors Ltd_7202 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7202 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2059.36000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -24615.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NVIDIA Corp_NVDA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NVDA UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -359.58000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -84609.01000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hitachi High-Technologies Corp_8036 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8036 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 514.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36676.31000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Panasonic Corp_6752 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6752 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4119.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 39021.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Jefferies Financial Group Inc_JEF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JEF UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2037.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 43542.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mitsubishi UFJ Lease & Finance_8593 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8593 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11362.06000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 73812.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Keyence Corp_6861 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6861 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -213.53000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -75627.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sherwin-Williams Co/The_SHW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SHW UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4.28000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 2499.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nokian Renkaat Oyj_TYRES |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TYRES FH E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1124.24000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 32343.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Telecom Italia SpA/Milano_TITR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TITR IM Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -6663.45000000 |
| 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. | T&D Holdings Inc_8795 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8795 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2853.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36634.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ROL UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1028.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -34097.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Westpac Banking Corp_WBC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WBC AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1001.62000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 17060.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SY1 GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -198.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -20905.48000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Skandinaviska Enskilda Banken_SEBA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SEBA SS Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4068.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 38284.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mitsui & Co Ltd_8031 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8031 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 638.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11437.87000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | ABIOMED Inc_ABMD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ABMD UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -139.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -23787.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ADBE UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -123.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -40760.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Air Products & Chemicals Inc_APD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | APD UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -176.68000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -41517.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | BlueScope Steel Ltd_BSL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BSL AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3504.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 37101.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Chipotle Mexican Grill Inc_CMG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CMG UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 43.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36694.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Alfa Laval AB_ALFA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ALFA SS Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1473.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 37119.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Allegion PLC_ALLE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ALLE UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 494.62000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 61600.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Advantest Corp_6857 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6857 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -522.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -29620.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bausch Health Cos Inc_BHC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BHC CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1705.80000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 51131.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DXS AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 813.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 6693.71000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | ASML Holding NV_ASML |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ASML NA Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -242.53000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -71790.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bank of Nova Scotia/The_BNS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BNS CT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -632.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -35769.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Altria Group Inc_MO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MO UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1537.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -76730.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Caltex Australia Ltd_CTX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CTX AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1187.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -28332.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6146 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 55.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 13114.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | American Tower Corp_AMT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AMT UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -165.24000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -37975.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CCO CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3989.28000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35501.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Avery Dennison Corp_AVY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AVY UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 636.28000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 83238.33000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AWC AT Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -33852.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -54732.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Chugoku Electric Power Co Inc/_9504 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9504 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5486.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 72191.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Goldman Sachs Group Inc/The_GS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GS UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -27.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6265.66000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | INTC UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -66.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -3981.45000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Methanex Corp_MX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MX CT Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2089.41000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 80804.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MAT UW Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4479.40000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -60695.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NN NA Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 189.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 7186.50000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Jacobs Engineering Group Inc_J |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | J UN Equit_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 363.11000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 32618.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sundrug Co Ltd_9989 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9989 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1104.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 40180.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Marvell Technology Group Ltd_MRVL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MRVL UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3095.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -82219.45000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Lloyds Banking Group PLC_LLOY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LLOY LN Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -436.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36122.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PSX UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 330.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 36806.71000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Singapore Airlines Ltd_SIA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SIA SP Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -5114.99000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -34387.80000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | KKR & Co Inc_KKR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KKR UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1374.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -40085.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Wesfarmers Ltd_WES |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WES AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 112.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 3273.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ORI AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2270.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35080.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Tourmaline Oil Corp_TOU |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TOU CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4355.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 51125.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | STMicroelectronics NV_STM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | STM FP Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 270.60000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 7280.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | QBE Insurance Group Ltd_QBE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | QBE AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2631.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 23821.77000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kroger Co/The_KR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KR UN Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1296.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 37588.61000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Japan Post Holdings Co Ltd_6178 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6178 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3824.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36108.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | TripAdvisor Inc_TRIP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TRIP UW Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1239.31000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -37650.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hang Seng Bank Ltd_11 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 11 HK Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1474.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -30462.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VOLVB SS E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2381.24000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 39911.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WDI GY Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -660.68000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -79723.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Yaskawa Electric Corp_6506 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6506 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 312.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 12006.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Dentsu Group Inc_4324 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4324 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 393.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 13685.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BN FP Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 418.51000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 34716.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Concho Resources Inc_CXO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CXO UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1790.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -156752.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Dollar General Corp_DG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DG UN Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -10.21000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1593.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ICAD FP Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 944.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 102907.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Genting Singapore Ltd_GENS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GENS SP Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -45826.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -31354.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Koninklijke Philips NV_PHIA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PHIA NA Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1509.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 73730.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | GVC Holdings PLC_GVC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GVC LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23.50000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 27528.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kobe Steel Ltd_5406 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 5406 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8543.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -46304.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Meggitt PLC_MGGT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MGGT LN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 64.31000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 55956.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Yamazaki Baking Co Ltd_2212 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2212 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1985.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 35602.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NextEra Energy Inc_NEE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NEE UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -147.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -35771.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | voestalpine AG_VOE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VOE AV Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -914.70000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -25524.97000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Under Armour Inc_UAA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UAA UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1660.40000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -35864.71000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Robert Half International Inc_RHI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RHI UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 671.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 42411.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Vail Resorts Inc_MTN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MTN UN Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -60.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -14526.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6758 JT Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -114.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -7769.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SVB Financial Group_SIVB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SIVB UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 184.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 46209.97000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PUM GY Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 305.69000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 23453.41000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Lendlease Group_LLC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LLC AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5997.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 74202.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NOKIA FH E_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -7150.51000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -26455.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Poste Italiane SpA_PST |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PST IM Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 932.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 10588.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | T CT Equit_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 982.78000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 38106.06000000 |
| 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.
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| Payments: fixed, floating or other. | Fixed Floating Other |
| Payments: Fixed rate. | 0.4 |
| Payments: Base currency | United States Dollar |
| Payments: Amount | 0.00000000 |
| ii. Termination or maturity date. | 2020-03-16 |
| iii. Upfront payments or receipts |
| Upfront payments. | 12544915.71 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 129402 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -266218.89 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | King Street Capital Ltd. |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | King Street Capital Ltd. - Class S Series 90 - Si |
| 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 | 4987229 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 230.74629000 |
| 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. | 39743.64000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.004066677680 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | VIRGIN ISLANDS (BRITISH) |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Wingspan Overseas Fund Ltd. - Class E Shares - Se |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Wingspan Overseas Fund Ltd. - Class E Shares - Se |
| 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 | 4049730 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 97.84081000 |
| 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. | 62641.40000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.006409638957 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Lion Point International Ltd |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Lion Point International Ltd - Class I Series F-4 |
| 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 | 6473695 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 4564.68578000 |
| 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. | 5472794.51000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.559991266153 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | King Street Capital Ltd. |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | Z2HMUK1HK5Z7ORZZH318 |
| c. Title of the issue or description of the investment. | King Street Capital Ltd. - Class S Series 257 - M |
| 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 | 7889767 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 198.07500000 |
| 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. | 19661.57000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.002011825486 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.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. | VIRGIN ISLANDS (BRITISH) |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Empyrean Capital Overseas Fund Ltd. |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | TE11ZP37UECPMNYS2B47 |
| c. Title of the issue or description of the investment. | Empyrean Capital Overseas Fund Ltd. - Class 2 Ser |
| 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 | 7379057 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 14984.04180000 |
| 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. | 18607255.03000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 1.903945102424 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.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. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Morgan Stanley Capital Services LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | I7331LVCZKQKX5T7XV54 |
| c. Title of the issue or description of the investment. | MSABFLSU 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 | 7018179 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 46064.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -45930.41000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | -0.00469972486 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley Capital Services LLC |
| LEI (if any) of counterparty. | I7331LVCZKQKX5T7XV54 |
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. | MSABFLSU |
| Index identifier, if any. | MSABFLSU |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
For all other indices or custom baskets provide:
| i. Name. | Brixmor Property Group Inc_BRX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BRX US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 205.40000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4438.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ADBE US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14.70000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4848.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AGNC Investment Corp_AGNC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AGNC US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 255.99000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4525.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Chipotle Mexican Grill Inc_CMG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CMG US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4623.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Albemarle Corp_ALB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ALB US Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -666.31000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -48667.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CFX US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 131.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4795.22000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Allison Transmission Holdings_ALSN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ALSN US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 92.51000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4470.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Continental Resources Inc/OK_CLR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CLR US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 142.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4882.01000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DOX US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 64.40000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4648.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Abbott Laboratories_ABT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ABT US Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -523.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -45446.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Equity Residential_EQR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EQR US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 52.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4271.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | APY US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 170.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5761.12000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Amphenol Corp_APH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | APH US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 43.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4672.39000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Apple Hospitality REIT Inc_APLE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | APLE US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 276.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4500.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hershey Co/The_HSY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HSY US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 30.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4429.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Brighthouse Financial Inc_BHF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BHF US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 107.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4236.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Extended Stay America Inc_STAY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | STAY US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 303.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4505.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Activision Blizzard Inc_ATVI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ATVI US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 83.11000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4938.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BLL US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 67.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4376.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Air Products & Chemicals Inc_APD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | APD US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4487.62000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GPS US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 267.62000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4731.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | American National Insurance Co_ANAT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ANAT US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4421.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AON US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 22.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4585.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AMCR US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -4758.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -51578.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Gates Industrial Corp PLC_GTES |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GTES US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 373.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5138.80000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AmerisourceBergen Corp_ABC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ABC US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 50.70000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4310.50000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cerner Corp_CERN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CERN US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 62.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4615.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MMM US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 26.16000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4615.87000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AAPL US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 16.80000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4934.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AGCO US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 57.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4404.57000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AEE US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 60.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4610.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Acuity Brands Inc_AYI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AYI US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 34.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4693.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hubbell Inc_HUBB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HUBB US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 30.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4471.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Boeing Co/The_BA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BA US Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -121.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -39674.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Apartment Investment & Managem_AIV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AIV US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 83.70000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4323.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Credit Acceptance Corp_CACC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CACC US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4596.78000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CoreSite Realty Corp_COR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | COR US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 39.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4441.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Jazz Pharmaceuticals PLC_JAZZ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JAZZ US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 29.53000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4408.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Jefferies Financial Group Inc_JEF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JEF US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 211.70000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4524.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Akamai Technologies Inc_AKAM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AKAM US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 52.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4524.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | INTC US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 76.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4601.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Advance Auto Parts Inc_AAP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AAP US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 28.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4505.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Flowers Foods Inc_FLO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FLO US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 207.31000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4506.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fortive Corp_FTV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FTV US Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -608.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -46511.85000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Avery Dennison Corp_AVY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AVY US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 33.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4442.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AES US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 234.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4675.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Lamar Advertising Co_LAMR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LAMR US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 53.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4730.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Arrow Electronics Inc_ARW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ARW US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 55.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4730.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AutoNation Inc_AN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AN US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 87.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4247.87000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Assured Guaranty Ltd_AGO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AGO US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 89.73000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4398.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Discovery Inc_DISCA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DISCA US E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 134.58000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4406.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | American Express Co_AXP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AXP US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4674.31000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Crown Holdings Inc_CCK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CCK US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 58.80000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4265.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | International Game Technology_IGT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IGT US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 303.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4538.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Dolby Laboratories Inc_DLB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DLB US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 65.85000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4530.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | American International Group I_AIG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AIG US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 84.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4357.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FOXA US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 124.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4599.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AYX US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 42.85000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4287.61000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Autodesk Inc_ADSK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ADSK US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 25.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4635.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Align Technology Inc_ALGN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ALGN US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 16.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4567.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | JPMorgan Chase & Co_JPM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JPM US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 33.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4701.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Amazon.com Inc_AMZN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AMZN US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2.51000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4647.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Invitation Homes Inc_INVH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | INVH US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 147.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4418.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | American Airlines Group Inc_AAL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AAL US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 155.85000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4469.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AutoZone Inc_AZO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AZO US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4513.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Keurig Dr Pepper Inc_KDP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KDP US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 146.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4227.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Euronet Worldwide Inc_EEFT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EEFT US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 28.92000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4556.04000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Lennox International Inc_LII |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LII US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4278.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Jones Lang LaSalle Inc_JLL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JLL US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 26.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4680.31000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Foot Locker Inc_FL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FL US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 111.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4336.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AXA Equitable Holdings Inc_EQH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EQH US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 180.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4469.54000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | American Campus Communities In_ACC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ACC US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 93.40000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4392.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Gildan Activewear Inc_GIL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GIL US Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1660.80000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -49043.39000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Berkshire Hathaway Inc_BRK/B |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BRK/B US E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4561.28000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Alleghany Corp_Y |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | Y US Equit_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5.73000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4585.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Grocery Outlet Holding Corp_GO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GO US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 137.41000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4458.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Entergy Corp_ETR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ETR US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 38.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4597.97000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OZK US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 148.51000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4530.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Medical Properties Trust Inc_MPW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MPW US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 217.34000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4588.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Affiliated Managers Group Inc_AMG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AMG US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 52.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4423.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AO Smith Corp_AOS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AOS US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 92.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4413.62000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | American Tower Corp_AMT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AMT US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 21.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4843.71000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Axis Capital Holdings Ltd_AXS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AXS US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 75.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4509.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | FirstEnergy Corp_FE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FE US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 94.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4569.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Annaly Capital Management Inc_NLY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NLY US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 476.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4485.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | McDonald's Corp_MCD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MCD US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 22.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4522.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | BorgWarner Inc_BWA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BWA US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 104.36000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4527.22000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bank of New York Mellon Corp/T_BK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BK US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 90.50000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4554.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Citrix Systems Inc_CTXS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CTXS US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 39.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4421.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Alliant Energy Corp_LNT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LNT US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 84.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4628.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | T US Equit_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 119.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4650.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cadence Design Systems Inc_CDNS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CDNS US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 65.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4522.22000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NextEra Energy Inc_NEE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NEE US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19.19000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4646.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Eaton Corp PLC_ETN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ETN US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 47.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4542.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | HollyFrontier Corp_HFC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HFC US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 84.60000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4290.12000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bank of Hawaii Corp_BOH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BOH US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 49.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4688.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | First Solar Inc_FSLR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FSLR US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -805.60000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -45081.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Grubhub Inc_GRUB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GRUB US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1048.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -51012.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | American Financial Group Inc/O_AFG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AFG US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 40.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4464.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Automatic Data Processing Inc_ADP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ADP US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 26.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4488.97000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Allegion PLC_ALLE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ALLE US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4612.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | 10X Genomics Inc_TXG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TXG US Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -758.05000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -57801.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AptarGroup Inc_ATR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ATR US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 39.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4592.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Air Lease Corp_AL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AL US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 95.41000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4533.77000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | First Hawaiian Inc_FHB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FHB US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 156.12000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4504.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Change Healthcare Inc_CHNG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CHNG US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 328.74000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5388.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Atlassian Corp PLC_TEAM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TEAM US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -368.41000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -44334.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Arconic Inc_ARNC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ARNC US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 143.90000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4427.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bank of America Corp_BAC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BAC US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 132.91000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4681.04000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mondelez International Inc_MDLZ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MDLZ US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 85.05000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4684.33000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Berry Global Group Inc_BERY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BERY US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 95.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4537.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BG US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 82.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4750.87000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KLAC US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 27.69000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4934.04000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Charles Schwab Corp/The_SCHW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SCHW US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 88.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4231.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Erie Indemnity Co_ERIE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ERIE US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 26.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4360.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Carter's Inc_CRI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CRI US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 43.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4803.53000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Chemours Co/The_CC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CC US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 282.05000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5102.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Jacobs Engineering Group Inc_J |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | J US Equit_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 48.90000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4392.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | BlackRock Inc_BLK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BLK US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4545.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CI US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 22.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4591.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Iron Mountain Inc_IRM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IRM US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 139.85000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4456.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | MFA Financial Inc_MFA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MFA US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 578.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4421.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Molson Coors Beverage Co_TAP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TAP US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 87.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4722.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LIN US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 22.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4705.38000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Clean Harbors Inc_CLH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CLH US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 53.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4585.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cisco Systems Inc_CSCO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CSCO US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 99.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4758.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Colony Capital Inc_CLNY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CLNY US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 904.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4298.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hanover Insurance Group Inc/Th_THG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | THG US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 32.90000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4496.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Dollar General Corp_DG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DG US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 28.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4452.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Antero Midstream Corp_AM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AM US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 970.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 7363.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Merck & Co Inc_MRK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MRK US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 51.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4661.63000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | National Oilwell Varco Inc_NOV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NOV US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 194.31000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4867.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Atmos Energy Corp_ATO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ATO US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 41.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4677.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Becton Dickinson and Co_BDX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BDX US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4704.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Paycom Software Inc_PAYC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PAYC US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 16.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4397.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Illumina Inc_ILMN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ILMN US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -138.51000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -45950.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Alexandria Real Estate Equitie_ARE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ARE US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 27.62000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4463.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Armstrong World Industries Inc_AWI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AWI US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 47.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4419.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CommScope Holding Co Inc_COMM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | COMM US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 329.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4675.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Applied Materials Inc_AMAT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AMAT US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 78.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4786.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | LivaNova PLC_LIVN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LIVN US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -588.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -44384.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | HubSpot Inc_HUBS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HUBS US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -303.73000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -48141.73000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Avantor Inc_AVTR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AVTR US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2610.19000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -47374.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hanesbrands Inc_HBI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HBI US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 288.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4289.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | MSC Industrial Direct Co Inc_MSM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MSM US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 60.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4784.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Booking Holdings Inc_BKNG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BKNG US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4865.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Huntsman Corp_HUN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HUN US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 195.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4729.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Oshkosh Corp_OSK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OSK US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 48.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4625.80000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DXCM US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -200.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -43804.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DOV US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 40.11000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4623.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FNB US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 360.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4579.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CREE US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 103.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4763.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | American Electric Power Co Inc_AEP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AEP US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 49.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4630.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nektar Therapeutics_NKTR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NKTR US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2218.68000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -47890.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Federal Realty Investment Trus_FRT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FRT US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 33.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4363.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Live Nation Entertainment Inc_LYV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LYV US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 64.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4632.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bio-Rad Laboratories Inc_BIO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BIO US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4466.61000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | L US Equit_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 87.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4610.39000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UFS US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 117.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4484.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Lancaster Colony Corp_LANC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LANC US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -306.28000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -49034.87000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Edison International_EIX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EIX US Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -626.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -47212.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Roper Technologies Inc_ROP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ROP US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12.45000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4410.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Herbalife Nutrition Ltd_HLF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HLF US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 98.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4718.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | QUALCOMM Inc_QCOM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | QCOM US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 53.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4710.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | BGC Partners Inc_BGCP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BGCP US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 753.24000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4474.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cintas Corp_CTAS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CTAS US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4688.71000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Archer-Daniels-Midland Co_ADM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ADM US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 103.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4786.63000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | American Water Works Co Inc_AWK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AWK US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 36.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4529.57000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | S&P Global Inc_SPGI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SPGI US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 16.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4603.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NRG Energy Inc_NRG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NRG US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 111.28000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4423.41000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Clorox Co/The_CLX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CLX US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 29.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4597.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | BlackBerry Ltd_BB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BB US Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8873.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -56970.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Santander Consumer USA Holding_SC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SC US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 190.16000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4444.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cooper Cos Inc/The_COO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | COO US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14.24000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4574.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Eli Lilly & Co_LLY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LLY US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 38.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5013.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Baker Hughes Co_BKR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BKR US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 201.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5156.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bio-Techne Corp_TECH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TECH US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4491.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Energizer Holdings Inc_ENR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ENR US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 89.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4490.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Pluralsight Inc_PS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PS US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 271.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4674.71000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | H&R Block Inc_HRB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HRB US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 182.70000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4289.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Celanese Corp_CE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CE US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 35.45000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4364.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SABR US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 200.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4506.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Columbia Sportswear Co_COLM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | COLM US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -480.68000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -48159.22000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | International Paper Co_IP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IP US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 94.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4369.62000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Capital One Financial Corp_COF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | COF US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 44.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4597.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hilton Grand Vacations Inc_HGV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HGV US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 129.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4436.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Paramount Group Inc_PGRE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PGRE US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 331.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4618.78000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Americold Realty Trust_COLD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | COLD US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 119.36000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4184.71000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Capri Holdings Ltd_CPRI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CPRI US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 121.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4623.63000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Conagra Brands Inc_CAG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CAG US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 154.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5275.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Pioneer Natural Resources Co_PXD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PXD US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 34.70000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5253.01000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Analog Devices Inc_ADI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ADI US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 39.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4750.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HES US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 71.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4798.39000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | BOK Financial Corp_BOKF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BOKF US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 53.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4635.66000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | First American Financial Corp_FAF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FAF US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 70.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4104.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Service Properties Trust_SVC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SVC US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 190.90000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4644.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cantel Medical Corp_CMD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CMD US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 58.11000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4119.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Gaming and Leisure Properties_GLPI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GLPI US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 106.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4576.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CNA Financial Corp_CNA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CNA US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 100.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4489.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HXL US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 55.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4095.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Brookfield Property REIT Inc_BPR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BPR US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 235.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4336.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CB US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 29.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4587.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ROKU US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 33.36000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4466.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | APA US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 225.21000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5763.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | STORE Capital Corp_STOR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | STOR US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 110.60000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4118.85000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Avalara Inc_AVLR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AVLR US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 60.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4415.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | JB Hunt Transport Services Inc_JBHT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JBHT US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 38.49000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4494.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sprouts Farmers Market Inc_SFM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SFM US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 222.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4303.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Advanced Micro Devices Inc_AMD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AMD US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 115.05000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5276.28000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | State Street Corp_STT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | STT US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 58.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4632.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GGG US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 92.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4808.04000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Juniper Networks Inc_JNPR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JNPR US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 178.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4404.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | DR Horton Inc_DHI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DHI US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 81.28000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4287.77000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Church & Dwight Co Inc_CHD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CHD US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 63.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4463.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CDK Global Inc_CDK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CDK US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 83.48000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4564.77000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JBL US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 114.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4750.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CVNA US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 47.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4380.33000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Devon Energy Corp_DVN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DVN US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 201.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5222.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Dell Technologies Inc_DELL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DELL US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 93.36000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4798.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | O-I Glass Inc_OI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OI US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 443.90000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5295.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Brown-Forman Corp_BF/A |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BF/A US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 70.05000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4396.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Pinnacle Financial Partners In_PNFP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PNFP US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 72.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4613.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | DXC Technology Co_DXC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DXC US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 120.49000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4529.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | New Jersey Resources Corp_NJR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NJR US Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1145.68000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -51062.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CBRE Group Inc_CBRE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CBRE US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 78.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4830.97000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Chevron Corp_CVX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CVX US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4573.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ross Stores Inc_ROST |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ROST US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 38.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4426.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CIEN US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1185.90000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -50626.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ETSY US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1043.85000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -46242.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Under Armour Inc_UAA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UAA US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 238.24000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5145.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hill-Rom Holdings Inc_HRC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HRC US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 41.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4764.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Wyndham Hotels & Resorts Inc_WH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WH US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 77.41000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4862.04000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Royal Gold Inc_RGLD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RGLD US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37.92000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4635.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ulta Beauty Inc_ULTA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ULTA US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 18.90000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4785.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SBA Communications Corp_SBAC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SBAC US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19.19000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4624.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Primerica Inc_PRI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PRI US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 33.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4343.12000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | IQVIA Holdings Inc_IQV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IQV US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 30.78000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4755.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PVH US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 45.78000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4813.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Dick's Sporting Goods Inc_DKS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DKS US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 98.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4875.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Avangrid Inc_AGR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AGR US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 91.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4705.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Lamb Weston Holdings Inc_LW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LW US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 53.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4612.50000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Associated Banc-Corp_ASB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ASB US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 207.36000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4570.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Southern Co/The_SO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SO US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 72.05000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4589.85000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Baxter International Inc_BAX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BAX US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 54.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4542.97000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Perrigo Co PLC_PRGO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PRGO US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 86.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4472.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CF Industries Holdings Inc_CF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CF US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 96.71000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4617.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Stericycle Inc_SRCL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SRCL US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 70.78000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4516.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | QGEN US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1034.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -34979.12000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Black Knight Inc_BKI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BKI US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 71.68000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4622.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ralph Lauren Corp_RL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RL US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 41.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4822.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | QRVO US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 43.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5002.22000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Huntington Ingalls Industries_HII |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HII US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4463.45000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Southern Copper Corp_SCCO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SCCO US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 116.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4947.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CPRT US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 50.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4606.97000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Moody's Corp_MCO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MCO US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19.69000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4673.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Slack Technologies Inc_WORK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WORK US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2242.58000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -50413.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | United Parcel Service Inc_UPS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UPS US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4360.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Schlumberger Ltd_SLB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SLB US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 121.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4873.41000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Coca-Cola Co/The_KO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KO US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 83.70000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4632.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Marathon Petroleum Corp_MPC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MPC US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 73.28000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4414.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GRMN US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 46.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4487.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Element Solutions Inc_ESI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ESI US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 380.16000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4440.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Commerce Bancshares Inc/MO_CBSH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CBSH US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 69.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4747.31000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | STE US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 29.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4513.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SYY US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 55.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4751.54000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | M&T Bank Corp_MTB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MTB US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 26.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4572.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Carnival Corp_CCL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CCL US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 99.71000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5068.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ashland Global Holdings Inc_ASH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ASH US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 61.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4740.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Steel Dynamics Inc_STLD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | STLD US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 130.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4439.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | F5 Networks Inc_FFIV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FFIV US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 30.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4309.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sonoco Products Co_SON |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SON US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 73.68000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4547.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Equinix Inc_EQIX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EQIX US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7.99000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4662.45000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Aspen Technology Inc_AZPN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AZPN US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 36.06000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4360.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | WW Grainger Inc_GWW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GWW US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4753.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Dunkin' Brands Group Inc_DNKN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DNKN US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 58.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4386.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Spotify Technology SA_SPOT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SPOT US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -310.06000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -46368.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | IDEXX Laboratories Inc_IDXX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IDXX US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4665.61000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Duke Energy Corp_DUK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DUK US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 50.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4618.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Teledyne Technologies Inc_TDY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TDY US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4513.48000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Encompass Health Corp_EHC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EHC US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 63.24000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4380.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SS&C Technologies Holdings Inc_SSNC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SSNC US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 74.74000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4589.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Burlington Stores Inc_BURL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BURL US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4478.31000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | F US Equit_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 488.78000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4545.66000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fortune Brands Home & Security_FBHS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FBHS US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 70.45000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4603.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Synovus Financial Corp_SNV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SNV US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 116.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4581.12000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DVA US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 62.16000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4663.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | W US Equit_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -539.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -48711.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Texas Instruments Inc_TXN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TXN US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4819.85000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LKQ US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 126.36000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4511.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD CASH_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4637.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4637.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | C US Equit_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 59.24000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4732.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | ConocoPhillips_COP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | COP US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 72.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4746.03000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FB US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 22.41000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4599.61000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MAS US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 96.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4615.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MAT US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 388.12000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5259.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EBAY US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 126.76000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4577.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CMI US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 24.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4365.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | United Technologies Corp_UTX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UTX US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 30.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4518.80000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Best Buy Co Inc_BBY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BBY US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 56.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4947.12000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VMW US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 29.28000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4444.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Chimera Investment Corp_CIM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CIM US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 217.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4480.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Williams-Sonoma Inc_WSM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WSM US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 64.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4730.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Electronic Arts Inc_EA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EA US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 44.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4786.48000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Liberty Broadband Corp_LBRDA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LBRDA US E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4728.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Varian Medical Systems Inc_VAR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VAR US Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -327.73000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -46540.38000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | K US Equit_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 68.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4746.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TGT US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 35.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4560.66000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fidelity National Information_FIS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FIS US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 32.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4581.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Tyler Technologies Inc_TYL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TYL US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4689.22000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Lowe's Cos Inc_LOW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LOW US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 38.06000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4557.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Delta Air Lines Inc_DAL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DAL US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 77.69000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4543.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Entegris Inc_ENTG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ENTG US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 95.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4763.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Globe Life Inc_GL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GL US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 42.99000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4524.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TRU US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 51.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4433.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Lululemon Athletica Inc_LULU |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LULU US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4605.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cardinal Health Inc_CAH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CAH US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 81.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4106.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Travelers Cos Inc/The_TRV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TRV US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 32.76000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4485.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Everest Re Group Ltd_RE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RE US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 16.48000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4562.95000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Virtu Financial Inc_VIRT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VIRT US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 270.06000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4318.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Donaldson Co Inc_DCI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DCI US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 79.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4583.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Macerich Co/The_MAC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MAC US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 164.80000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4436.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cboe Global Markets Inc_CBOE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CBOE US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4485.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CME Group Inc_CME |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CME US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 21.74000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4364.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Eaton Vance Corp_EV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EV US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 94.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4400.77000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Manhattan Associates Inc_MANH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MANH US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 54.91000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4378.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Norfolk Southern Corp_NSC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NSC US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4503.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Masimo Corp_MASI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MASI US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 28.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4578.38000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Comerica Inc_CMA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CMA US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 62.84000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4508.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Synopsys Inc_SNPS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SNPS US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 32.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4543.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Netflix Inc_NFLX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NFLX US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -143.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -46469.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Darden Restaurants Inc_DRI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DRI US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37.49000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4086.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | EPR Properties_EPR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EPR US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 63.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4471.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Consolidated Edison Inc_ED |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ED US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 51.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4671.48000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | East West Bancorp Inc_EWBC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EWBC US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 97.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4727.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SQ US Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -659.92000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -41284.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Host Hotels & Resorts Inc_HST |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HST US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 252.51000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4683.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DOW US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 83.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4562.71000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Brandywine Realty Trust_BDN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BDN US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 291.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4583.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NDAQ US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 42.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4565.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Global Payments Inc_GPN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GPN US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 24.99000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4561.97000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | New Relic Inc_NEWR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NEWR US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -663.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -43617.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SPLK US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -299.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -44830.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Vistra Energy Corp_VST |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VST US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 167.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 3855.85000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Outfront Media Inc_OUT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OUT US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 178.31000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4782.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Grand Canyon Education Inc_LOPE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LOPE US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 52.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4982.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | International Flavors & Fragra_IFF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IFF US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 31.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4060.48000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | S US Equit_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 792.85000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4130.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Alliance Data Systems Corp_ADS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ADS US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 41.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4686.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Westlake Chemical Corp_WLK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WLK US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 64.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4505.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ANTM US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15.40000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4650.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CACI International Inc_CACI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CACI US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 18.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4692.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Broadridge Financial Solutions_BR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BR US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 36.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4523.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SNX US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 36.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4656.12000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Progressive Corp/The_PGR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PGR US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 61.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4444.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bristol-Myers Squibb Co_BMY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BMY US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 77.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4958.87000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | WEC Energy Group Inc_WEC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WEC US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 50.50000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4657.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Starbucks Corp_SBUX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SBUX US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 52.84000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4646.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PCAR US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 54.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4340.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WRK US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 109.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4687.12000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Skechers U.S.A. Inc_SKX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SKX US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 111.92000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4834.04000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NVIDIA Corp_NVDA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NVDA US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 21.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4957.80000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nordson Corp_NDSN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NDSN US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 26.92000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4383.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sinclair Broadcast Group Inc_SBGI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SBGI US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 130.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4337.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Navient Corp_NAVI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NAVI US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 315.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4312.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Dynatrace Inc_DT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DT US Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1692.19000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -42812.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Seaboard Corp_SEB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SEB US Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -10.53000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -44749.50000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Knight-Swift Transportation Ho_KNX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KNX US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 122.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4374.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Equity LifeStyle Properties In_ELS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ELS US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 60.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4259.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Spirit AeroSystems Holdings In_SPR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SPR US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 51.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 3726.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Universal Display Corp_OLED |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OLED US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4798.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | JBG SMITH Properties_JBGS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JBGS US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 113.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4507.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Duke Realty Corp_DRE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DRE US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 127.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4431.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Discover Financial Services_DFS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DFS US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 52.50000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4452.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | EOG Resources Inc_EOG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EOG US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 61.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5173.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MDB US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 32.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4325.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UI US Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -222.62000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -42071.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | nVent Electric PLC_NVT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NVT US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 179.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4595.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PSX US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 38.62000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4302.31000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Costco Wholesale Corp_COST |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | COST US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4409.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | EPAM Systems Inc_EPAM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EPAM US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 21.51000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4562.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | FactSet Research Systems Inc_FDS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FDS US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4608.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Home Depot Inc/The_HD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HD US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20.32000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4436.63000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FLR US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 254.60000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4806.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Interpublic Group of Cos Inc/T_IPG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IPG US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 198.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4577.71000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AA US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 214.56000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4615.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | General Mills Inc_GIS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GIS US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 84.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4503.39000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | John Wiley & Sons Inc_JW/A |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JW/A US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 94.32000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4576.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | IPG Photonics Corp_IPGP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IPGP US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -308.92000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -44768.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Charles River Laboratories Int_CRL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CRL US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 30.71000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4691.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | MarketAxess Holdings Inc_MKTX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MKTX US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4204.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Adaptive Biotechnologies Corp_ADPT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ADPT US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 163.50000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4891.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | IHS Markit Ltd_INFO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | INFO US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 61.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4650.33000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | MercadoLibre Inc_MELI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MELI US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -86.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -49301.71000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Wendy's Co/The_WEN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WEN US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 204.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4552.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Altice USA Inc_ATUS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ATUS US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 176.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4816.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cerence Inc_CRNC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CRNC US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 284.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 6439.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Las Vegas Sands Corp_LVS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LVS US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 70.91000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4895.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Newell Brands Inc_NWL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NWL US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 232.51000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4468.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Xerox Holdings Corp_XRX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | XRX US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 114.73000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4229.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Levi Strauss & Co_LEVI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LEVI US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2903.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -56011.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CUBE US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 145.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4595.33000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cinemark Holdings Inc_CNK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CNK US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 131.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4440.03000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Assurant Inc_AIZ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AIZ US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 33.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4408.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kansas City Southern_KSU |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KSU US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 29.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4453.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Essex Property Trust Inc_ESS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ESS US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4367.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | DTE Energy Co_DTE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DTE US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 35.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4650.39000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Eversource Energy_ES |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ES US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 54.12000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4603.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Helmerich & Payne Inc_HP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HP US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 110.73000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5030.33000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Intuitive Surgical Inc_ISRG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ISRG US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -75.24000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -44478.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NVR US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1.19000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4547.48000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | IAC/InterActiveCorp_IAC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IAC US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20.53000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5113.61000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LEA US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 36.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4991.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Healthpeak Properties Inc_PEAK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PEAK US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 130.84000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4510.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hilton Worldwide Holdings Inc_HLT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HLT US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 42.50000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4713.97000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cabot Oil & Gas Corp_COG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | COG US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 280.62000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4885.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cousins Properties Inc_CUZ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CUZ US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 110.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4567.63000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | McCormick & Co Inc/MD_MKC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MKC US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 26.41000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4481.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Eastman Chemical Co_EMN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EMN US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 56.32000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4463.95000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kinder Morgan Inc/DE_KMI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KMI US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 227.40000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4814.01000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Leggett & Platt Inc_LEG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LEG US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 86.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4371.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mosaic Co/The_MOS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MOS US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 231.78000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5015.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Laboratory Corp of America Hol_LH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LH US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 25.70000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4346.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Motorola Solutions Inc_MSI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MSI US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 27.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4379.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | KAR Auction Services Inc_KAR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KAR US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 210.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4592.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MET US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 89.28000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4550.57000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cable One Inc_CABO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CABO US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4378.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KEX US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 52.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4730.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Macquarie Infrastructure Corp_MIC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MIC US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 105.85000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4534.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Life Storage Inc_LSI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LSI US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 41.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4455.31000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nu Skin Enterprises Inc_NUS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NUS US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 116.80000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4786.63000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Monster Beverage Corp_MNST |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MNST US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 74.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4732.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | National Fuel Gas Co_NFG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NFG US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 98.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4602.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Flowserve Corp_FLS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FLS US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 91.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4542.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Principal Financial Group Inc_PFG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PFG US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 81.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4492.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Public Service Enterprise Grou_PEG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PEG US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 75.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4479.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Centene Corp_CNC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CNC US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 74.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4694.31000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Exxon Mobil Corp_XOM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | XOM US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 64.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4525.73000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fastenal Co_FAST |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FAST US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 126.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4655.80000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Evercore Inc_EVR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EVR US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 57.48000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4297.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RMD US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 30.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4655.01000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | PerkinElmer Inc_PKI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PKI US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 47.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4658.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Marsh & McLennan Cos Inc_MMC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MMC US Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -410.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -45703.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Douglas Emmett Inc_DEI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DEI US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 102.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4488.80000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Omnicom Group Inc_OMC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OMC US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 56.12000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4547.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | LPL Financial Holdings Inc_LPLA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LPLA US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 48.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4468.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Pinterest Inc_PINS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PINS US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2590.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -48280.80000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | ManpowerGroup Inc_MAN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MAN US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 47.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4648.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Comcast Corp_CMCSA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CMCSA US E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 101.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4578.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Intercontinental Exchange Inc_ICE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ICE US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 47.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4401.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Liberty Media Corp-Liberty For_FWONA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FWONA US E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 104.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4564.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | FLIR Systems Inc_FLIR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FLIR US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 83.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4370.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Morningstar Inc_MORN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MORN US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 28.56000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4321.66000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | L3Harris Technologies Inc_LHX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LHX US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 22.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4481.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PFE US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 115.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4526.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MKL US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3.92000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4484.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Robert Half International Inc_RHI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RHI US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 76.40000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4824.54000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Marathon Oil Corp_MRO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MRO US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 372.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5056.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cognizant Technology Solutions_CTSH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CTSH US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 69.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4334.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | M US Equit_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 286.78000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4875.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PII US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 46.05000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4683.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Paylocity Holding Corp_PCTY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PCTY US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 38.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4647.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Palo Alto Networks Inc_PANW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PANW US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4628.85000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | New York Times Co/The_NYT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NYT US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 138.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4446.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | GCI Liberty Inc_GLIBA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GLIBA US E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 63.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4479.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NewMarket Corp_NEU |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NEU US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4477.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NTAP US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 74.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4635.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kraft Heinz Co/The_KHC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KHC US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 145.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4690.22000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | United States Cellular Corp_USM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USM US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 131.05000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4748.01000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Zoom Video Communications Inc_ZM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ZM US Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -690.74000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -46997.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Goldman Sachs Group Inc/The_GS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GS US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4664.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OKTA US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 36.71000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4235.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Taubman Centers Inc_TCO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TCO US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 138.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4298.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CHWY US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2046.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -59362.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nexstar Media Group Inc_NXST |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NXST US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 42.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4932.53000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nutanix Inc_NTNX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NTNX US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1221.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -38191.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Uber Technologies Inc_UBER |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UBER US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1522.80000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -45288.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | PNC Financial Services Group I_PNC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PNC US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 29.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4630.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Zillow Group Inc_Z |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | Z US Equit_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1258.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -57797.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nielsen Holdings PLC_NLSN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NLSN US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 226.24000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4592.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Lam Research Corp_LRCX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LRCX US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4972.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SITE Centers Corp_SITC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SITC US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 310.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4351.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NUE US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 78.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4423.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Alaska Air Group Inc_ALK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ALK US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 64.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4376.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MD US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 170.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4735.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Marriott International Inc/MD_MAR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MAR US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 31.70000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4800.41000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | G US Equit_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 111.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4688.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | United Rentals Inc_URI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | URI US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 29.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4872.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cloudflare Inc_NET |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NET US Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2630.24000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -44871.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | WellCare Health Plans Inc_WCG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WCG US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13.92000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4598.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VSAT US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 60.58000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4434.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WIX US Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -408.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -50032.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | T-Mobile US Inc_TMUS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TMUS US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 57.69000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4523.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | O'Reilly Automotive Inc_ORLY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ORLY US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4374.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Realty Income Corp_O |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | O US Equit_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 58.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4323.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sterling Bancorp/DE_STL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | STL US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 216.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4562.61000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sherwin-Williams Co/The_SHW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SHW US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7.73000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4510.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Weingarten Realty Investors_WRI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WRI US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 140.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4394.45000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SEI Investments Co_SEIC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SEIC US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 69.62000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4558.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | frontdoor Inc_FTDR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FTDR US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 101.11000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4794.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Yum! Brands Inc_YUM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | YUM US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 44.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4475.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Spectrum Brands Holdings Inc_SPB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SPB US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 71.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4566.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SolarWinds Corp_SWI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SWI US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 237.60000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4407.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cypress Semiconductor Corp_CY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CY US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 189.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4422.31000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EQT US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 516.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5627.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Interactive Brokers Group Inc_IBKR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IBKR US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -907.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -42288.48000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Spirit Realty Capital Inc_SRC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SRC US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 85.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4207.50000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ITT US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 63.78000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4713.85000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Edwards Lifesciences Corp_EW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EW US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 18.32000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4274.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hain Celestial Group Inc/The_HAIN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HAIN US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 178.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4630.77000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | DISH Network Corp_DISH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DISH US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 132.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4696.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | V US Equit_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 24.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4631.53000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hudson Pacific Properties Inc_HPP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HPP US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 125.58000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4727.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GLW US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 154.60000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4500.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Weyerhaeuser Co_WY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WY US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 150.62000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4548.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Johnson Controls International_JCI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JCI US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 104.80000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4266.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kilroy Realty Corp_KRC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KRC US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 53.78000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4511.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TSLA US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -132.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -55259.31000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Yum China Holdings Inc_YUMC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | YUMC US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 100.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4846.66000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sempra Energy_SRE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SRE US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 30.50000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4620.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Domino's Pizza Inc_DPZ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DPZ US Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -149.19000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -43829.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | US Foods Holding Corp_USFD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USFD US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 112.78000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4724.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Range Resources Corp_RRC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RRC US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1260.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 6111.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Five Below Inc_FIVE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FIVE US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -361.70000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -46246.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LAZ US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 115.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4626.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HUM US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4811.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Willis Towers Watson PLC_WLTW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WLTW US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 22.76000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4596.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fortinet Inc_FTNT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FTNT US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 43.32000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4625.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Verisk Analytics Inc_VRSK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VRSK US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 30.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4517.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Thor Industries Inc_THO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | THO US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 69.69000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5177.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Molina Healthcare Inc_MOH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MOH US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 32.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4469.31000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | T Rowe Price Group Inc_TROW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TROW US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 36.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4413.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Trade Desk Inc/The_TTD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TTD US Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -186.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -48340.41000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Signature Bank/New York NY_SBNY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SBNY US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 36.21000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4946.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hartford Financial Services Gr_HIG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HIG US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 72.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4384.41000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Trimble Inc_TRMB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TRMB US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 109.45000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4562.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Zebra Technologies Corp_ZBRA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ZBRA US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17.90000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4571.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UNM US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 143.76000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4192.01000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WMT US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4464.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | United States Steel Corp_X |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | X US Equit_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 330.45000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 3770.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Stanley Black & Decker Inc_SWK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SWK US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 28.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4738.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | New Residential Investment Cor_NRZ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NRZ US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 282.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4556.80000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Waste Management Inc_WM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WM US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 39.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4505.62000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Truist Financial Corp_TFC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TFC US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 163.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 9180.57000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Western Union Co/The_WU |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WU US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 165.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4428.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Xylem Inc/NY_XYL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | XYL US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 57.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4492.66000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UGI US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 102.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4612.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Webster Financial Corp_WBS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WBS US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 90.28000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4817.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Trinity Industries Inc_TRN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TRN US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 211.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4680.33000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | New York Community Bancorp Inc_NYCB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NYCB US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 374.56000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4502.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | WR Berkley Corp_WRB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WRB US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 65.58000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4531.85000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Prologis Inc_PLD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PLD US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 49.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4375.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Wynn Resorts Ltd_WYNN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WYNN US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5150.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Equitrans Midstream Corp_ETRN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ETRN US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 455.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 6082.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Texas Capital Bancshares Inc_TCBI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TCBI US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 76.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4325.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Zimmer Biomet Holdings Inc_ZBH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ZBH US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 30.71000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4597.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nuance Communications Inc_NUAN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NUAN US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 251.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4488.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | World Wrestling Entertainment_WWE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WWE US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 73.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4737.85000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CoreLogic Inc/United States_CLGX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CLGX US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 108.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4759.31000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PCG US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 576.53000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 6266.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ROL US Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1240.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -41132.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Service Corp International/US_SCI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SCI US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 100.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4624.73000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Western Digital Corp_WDC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WDC US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 90.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5723.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Regency Centers Corp_REG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | REG US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 68.68000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4333.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Legg Mason Inc_LM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LM US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 114.49000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4111.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Paychex Inc_PAYX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PAYX US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 52.51000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4466.28000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Thermo Fisher Scientific Inc_TMO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TMO US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4633.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Telephone & Data Systems Inc_TDS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TDS US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 189.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4813.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OLN US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 251.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4342.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | UnitedHealth Group Inc_UNH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UNH US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4672.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | LendingTree Inc_TREE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TREE US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12.40000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 3763.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Tapestry Inc_TPR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TPR US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 169.19000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4562.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LEN US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 75.73000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4224.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Honeywell International Inc_HON |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HON US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 25.24000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4467.33000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USB US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 74.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4389.41000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Tyson Foods Inc_TSN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TSN US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 49.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4539.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IVZ US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 253.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4565.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Madison Square Garden Co/The_MSG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MSG US Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -158.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -46643.53000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TTC US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 56.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4530.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ZEN US Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -590.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -45283.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Scotts Miracle-Gro Co/The_SMG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SMG US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 44.51000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4726.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | First Republic Bank/CA_FRC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FRC US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 40.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4725.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Microsoft Corp_MSFT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MSFT US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 29.91000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4716.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | TripAdvisor Inc_TRIP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TRIP US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 157.73000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4791.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | TFS Financial Corp_TFSL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TFSL US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 223.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4392.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | PacWest Bancorp_PACW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PACW US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 119.06000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4556.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Veeva Systems Inc_VEEV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VEEV US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 31.40000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4416.50000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | BankUnited Inc_BKU |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BKU US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 126.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4623.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WSO US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 25.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4537.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | XLNX US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -487.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -47620.61000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Walgreens Boots Alliance Inc_WBA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WBA US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 75.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4444.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Zayo Group Holdings Inc_ZAYO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ZAYO US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 129.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4499.85000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Caesars Entertainment Corp_CZR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CZR US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 343.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4667.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | XPO Logistics Inc_XPO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | XPO US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 54.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4315.77000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Healthcare Trust of America In_HTA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HTA US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 148.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4482.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | FleetCor Technologies Inc_FLT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FLT US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4150.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CR US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 53.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4631.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HEI US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 34.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 3944.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Axalta Coating Systems Ltd_AXTA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AXTA US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 155.74000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4734.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NCR US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 136.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4787.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Resideo Technologies Inc_REZI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | REZI US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 470.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5609.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | MGM Resorts International_MGM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MGM US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 139.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4633.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Pegasystems Inc_PEGA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PEGA US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -581.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -46282.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Quest Diagnostics Inc_DGX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DGX US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 41.58000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4440.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Parker-Hannifin Corp_PH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PH US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 22.41000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4613.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Prosperity Bancshares Inc_PB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PB US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 63.50000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4564.73000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sealed Air Corp_SEE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SEE US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 117.45000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4678.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Regions Financial Corp_RF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RF US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 266.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4578.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Procter & Gamble Co/The_PG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PG US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 36.48000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4556.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Park Hotels & Resorts Inc_PK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PK US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 186.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4828.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | RingCentral Inc_RNG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RNG US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 27.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4624.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Royal Caribbean Cruises Ltd_RCL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RCL US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4990.66000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UDR US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 93.78000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4379.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HPQ US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 223.51000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4593.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IEX US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 27.48000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4725.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VTR US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 76.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4425.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | TJX Cos Inc/The_TJX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TJX US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 73.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4469.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Wintrust Financial Corp_WTFC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WTFC US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 65.40000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4636.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Univar Solutions Inc_UNVR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UNVR US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 191.06000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4631.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Liberty Property Trust_LPT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LPT US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 72.84000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4374.33000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Genuine Parts Co_GPC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GPC US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 42.51000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4515.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Universal Health Services Inc_UHS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UHS US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 31.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4564.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Whirlpool Corp_WHR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WHR US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 31.41000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4634.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Teradata Corp_TDC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TDC US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 168.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4519.48000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Reliance Steel & Aluminum Co_RS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RS US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37.58000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4500.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Silgan Holdings Inc_SLGN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SLGN US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 145.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4524.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SLM US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 513.91000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4578.95000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Westinghouse Air Brake Technol_WAB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WAB US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 56.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4393.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WEX US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 22.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4684.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Timken Co/The_TKR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TKR US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 84.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4753.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | LogMeIn Inc_LOGM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LOGM US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 57.51000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4930.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | ICU Medical Inc_ICUI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ICUI US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -234.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -43867.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PEP US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 32.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4505.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SL Green Realty Corp_SLG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SLG US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 52.48000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4822.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | PRA Health Sciences Inc_PRAH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PRAH US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -401.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -44579.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Six Flags Entertainment Corp_SIX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SIX US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 104.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4701.41000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | White Mountains Insurance Grou_WTM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WTM US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4470.66000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ZTS US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4915.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Verizon Communications Inc_VZ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VZ US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 74.31000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4562.33000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | MDU Resources Group Inc_MDU |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MDU US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 154.12000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4578.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Pure Storage Inc_PSTG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PSTG US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2788.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -47707.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Packaging Corp of America_PKG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PKG US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 39.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4464.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | TD Ameritrade Holding Corp_AMTD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AMTD US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -836.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -41596.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Newmont Corp_NEM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NEM US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 114.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4971.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Prudential Financial Inc_PRU |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PRU US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 47.49000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4451.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Zions Bancorp NA_ZION |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ZION US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 89.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4638.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ZS US Equi_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -870.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -40484.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | PayPal Holdings Inc_PYPL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PYPL US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 42.32000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4578.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ZNGA US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 723.24000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4426.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Zillow Group Inc_ZG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ZG US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 115.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5261.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Twitter Inc_TWTR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TWTR US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 147.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4742.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mid-America Apartment Communit_MAA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MAA US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 33.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4352.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Popular Inc_BPOP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BPOP US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 80.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4707.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mastercard Inc_MA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MA US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4649.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Urban Outfitters Inc_URBN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | URBN US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 175.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4864.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mercury General Corp_MCY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MCY US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 91.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4440.61000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | United Airlines Holdings Inc_UAL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UAL US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 47.92000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4221.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Post Holdings Inc_POST |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | POST US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 42.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4650.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Targa Resources Corp_TRGP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TRGP US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 121.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4972.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | ABIOMED Inc_ABMD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ABMD US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -230.78000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -39369.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TWOU US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 187.68000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4502.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Accenture PLC_ACN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ACN US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 22.40000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4717.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ACM US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 103.24000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4452.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ally Financial Inc_ALLY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ALLY US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 139.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4273.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AFL US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 83.36000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4409.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UHAL US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4623.71000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ARMK US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 103.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4476.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AvalonBay Communities Inc_AVB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AVB US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4395.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Alphabet Inc_GOOGL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GOOGL US E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4641.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Arch Capital Group Ltd_ACGL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ACGL US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 106.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4577.03000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Boston Scientific Corp_BSX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BSX US Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1035.11000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -46807.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Broadcom Inc_AVGO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AVGO US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 14.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4506.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Booz Allen Hamilton Holding Co_BAH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BAH US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 61.56000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4378.95000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ardagh Group SA_ARD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ARD US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 239.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4691.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Allstate Corp/The_ALL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ALL US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 39.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4490.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AME US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 45.24000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4512.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AVT US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 108.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4615.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Agilent Technologies Inc_A |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | A US Equit_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -548.60000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -46800.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CBT US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 93.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4439.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Antero Resources Corp_AR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AR US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2191.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 6244.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Brunswick Corp/DE_BC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BC US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 75.53000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4530.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bruker Corp_BRKR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BRKR US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 88.21000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4495.97000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bright Horizons Family Solutio_BFAM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BFAM US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 29.50000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4433.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Camden Property Trust_CPT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CPT US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 40.40000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4285.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CenterPoint Energy Inc_CNP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CNP US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 181.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4939.38000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ceridian HCM Holding Inc_CDAY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CDAY US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -737.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -50064.78000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CHE US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4592.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cimarex Energy Co_XEC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | XEC US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 94.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4949.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Chesapeake Energy Corp_CHK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CHK US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7413.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 6120.31000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cognex Corp_CGNX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CGNX US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -874.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -49015.57000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CH Robinson Worldwide Inc_CHRW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CHRW US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 57.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4484.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Concho Resources Inc_CXO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CXO US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 60.78000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5322.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Choice Hotels International In_CHH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CHH US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 45.85000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4742.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Columbia Property Trust Inc_CXP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CXP US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 218.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4559.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Corteva Inc_CTVA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CTVA US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 174.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5143.97000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CIT Group Inc_CIT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CIT US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 97.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4459.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CyrusOne Inc_CONE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CONE US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 72.12000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4719.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Copa Holdings SA_CPA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CPA US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 42.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4641.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Digital Realty Trust Inc_DLR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DLR US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37.31000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4467.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CSX US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 62.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4533.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Constellation Brands Inc_STZ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | STZ US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4547.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Datadog Inc_DDOG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DDOG US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1255.50000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -47432.61000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Diamondback Energy Inc_FANG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FANG US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 57.05000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5297.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Centennial Resource Developmen_CDEV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CDEV US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1414.28000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 6533.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CenturyLink Inc_CTL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CTL US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 312.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4126.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | COTY US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 393.62000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4428.22000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | EchoStar Corp_SATS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SATS US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 107.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4654.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Dominion Energy Inc_D |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | D US Equit_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 53.90000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4464.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ESTC US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -583.90000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -37544.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Citizens Financial Group Inc_CFG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CFG US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 115.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4688.63000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ECL US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4618.53000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Dollar Tree Inc_DLTR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DLTR US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 49.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4657.50000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Extra Space Storage Inc_EXR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EXR US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 42.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4477.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | DocuSign Inc_DOCU |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DOCU US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 64.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4812.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | FireEye Inc_FEYE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FEYE US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 273.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4524.54000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Franklin Resources Inc_BEN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BEN US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 161.62000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4199.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fifth Third Bancorp_FITB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FITB US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 146.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4511.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hologic Inc_HOLX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HOLX US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 86.58000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4520.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | HealthEquity Inc_HQY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HQY US Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -791.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -58639.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | General Electric Co_GE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GE US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 394.84000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4406.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Expeditors International of Wa_EXPD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EXPD US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 59.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4617.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Graphic Packaging Holding Co_GPK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GPK US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 271.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4518.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Janus Henderson Group PLC_JHG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JHG US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 175.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4283.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Graham Holdings Co_GHC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GHC US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4516.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DBX US Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2438.40000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -43671.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FISV US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 39.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4534.57000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | JetBlue Airways Corp_JBLU |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JBLU US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 231.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4337.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Freeport-McMoRan Inc_FCX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FCX US Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3783.80000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -49643.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Emerson Electric Co_EMR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EMR US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 60.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4594.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kemper Corp_KMPR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KMPR US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 60.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4700.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | First Citizens BancShares Inc/_FCNCA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FCNCA US E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 8.53000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4537.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Gardner Denver Holdings Inc_GDI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GDI US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 131.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4811.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EFX US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 32.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4487.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KSS US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 94.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4808.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LB US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 241.34000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4373.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | General Motors Co_GM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GM US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 123.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4522.03000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Goodyear Tire & Rubber Co/The_GT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GT US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 274.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4274.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LYFT US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -923.28000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -39719.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hewlett Packard Enterprise Co_HPE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HPE US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 281.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4461.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Guardant Health Inc_GH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GH US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 60.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4694.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FMC US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 45.41000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4533.28000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | GrafTech International Ltd_EAF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EAF US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 312.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 3632.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Equity Commonwealth_EQC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EQC US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 136.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4472.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | MGIC Investment Corp_MTG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MTG US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 309.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4392.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kroger Co/The_KR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KR US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 162.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4708.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | INTU US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4597.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Jack Henry & Associates Inc_JKHY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JKHY US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 29.62000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4314.77000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Lincoln Electric Holdings Inc_LECO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LECO US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 48.19000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4661.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | GoDaddy Inc_GDDY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GDDY US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 68.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4621.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Elanco Animal Health Inc_ELAN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ELAN US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1596.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -47013.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Lions Gate Entertainment Corp_LGF/B |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LGF/B US E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 505.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5019.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Liberty Media Corp-Liberty Sir_LSXMA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LSXMA US E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 92.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4451.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FDX US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 27.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4177.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | McKesson Corp_MCK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MCK US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 31.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4290.03000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | HCA Healthcare Inc_HCA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HCA US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 31.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4723.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | LyondellBasell Industries NV_LYB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LYB US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 47.78000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4513.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ingersoll-Rand PLC_IR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IR US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 34.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4532.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mohawk Industries Inc_MHK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MHK US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 32.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4388.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Floor & Decor Holdings Inc_FND |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FND US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 95.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4831.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Match Group Inc_MTCH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MTCH US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 65.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5362.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kimco Realty Corp_KIM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KIM US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 209.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4342.03000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Medallia Inc_MDLA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MDLA US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 148.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4631.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NortonLifeLock Inc_NLOK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NLOK US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 178.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4565.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Medtronic PLC_MDT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MDT US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 40.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4586.57000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Keysight Technologies Inc_KEYS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KEYS US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 43.11000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4424.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Microchip Technology Inc_MCHP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MCHP US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 47.32000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4955.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Martin Marietta Materials Inc_MLM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MLM US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 16.70000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4670.97000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Huntington Bancshares Inc/OH_HBAN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HBAN US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 298.12000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4495.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mettler-Toledo International I_MTD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MTD US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4891.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Murphy Oil Corp_MUR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MUR US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 188.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5053.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Noble Energy Inc_NBL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NBL US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 214.05000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5316.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NI US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 169.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4730.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kimberly-Clark Corp_KMB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KMB US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 32.53000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4474.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Leidos Holdings Inc_LDOS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LDOS US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 49.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4882.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Norwegian Cruise Line Holdings_NCLH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NCLH US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 83.56000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4880.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | MKS Instruments Inc_MKSI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MKSI US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 42.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4666.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nordstrom Inc_JWN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JWN US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 117.24000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4798.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ollie's Bargain Outlet Holding_OLLI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OLLI US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -732.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -47867.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Occidental Petroleum Corp_OXY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OXY US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 115.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4742.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OKE US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 62.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4713.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | PPG Industries Inc_PPG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PPG US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 34.50000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4605.57000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Public Storage_PSA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PSA US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 21.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4519.54000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | PBF Energy Inc_PBF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PBF US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 138.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4342.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Old Dominion Freight Line Inc_ODFL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ODFL US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4500.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Reinsurance Group of America I_RGA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RGA US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 26.85000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4378.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | RenaissanceRe Holdings Ltd_RNR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RNR US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4658.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Pinnacle West Capital Corp_PNW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PNW US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 51.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4612.54000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | ServiceMaster Global Holdings_SERV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SERV US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1132.51000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -43782.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PTC US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 58.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4365.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Planet Fitness Inc_PLNT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PLNT US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 60.49000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4517.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PPL US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 130.53000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4683.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Southwest Airlines Co_LUV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LUV US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 77.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4203.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PNR US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 100.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4622.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Omega Healthcare Investors Inc_OHI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OHI US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 106.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4523.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Rayonier Inc_RYN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RYN US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 145.31000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4760.31000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | RPM International Inc_RPM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RPM US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 60.32000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4630.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Premier Inc_PINC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PINC US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 125.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4740.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Regal Beloit Corp_RBC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RBC US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 53.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4603.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | salesforce.com Inc_CRM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CRM US Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -277.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -45098.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Skyworks Solutions Inc_SWKS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SWKS US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 45.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5495.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RP US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 82.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4436.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SNA US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 27.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4696.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sirius XM Holdings Inc_SIRI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SIRI US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 644.62000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4609.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | People's United Financial Inc_PBCT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PBCT US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 270.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4566.80000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Smartsheet Inc_SMAR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SMAR US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 101.71000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4568.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Qurate Retail Inc_QRTEA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | QRTEA US E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 474.93000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4003.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | PulteGroup Inc_PHM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PHM US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 113.73000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4412.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Raymond James Financial Inc_RJF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RJF US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 49.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4441.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | POOL US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 21.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4574.66000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Schneider National Inc_SNDR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SNDR US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 197.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4307.73000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Teleflex Inc_TFX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TFX US Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -126.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -47659.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Carlisle Cos Inc_CSL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CSL US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 28.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4630.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SWCH US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 288.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4280.33000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Transocean Ltd_RIG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RIG US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 893.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 6144.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Corporate Office Properties Tr_OFC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OFC US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 153.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4513.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CDW US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 33.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4749.66000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | TCF Financial Corp_TCF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TCF US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 104.41000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4886.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Covetrus Inc_CVET |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CVET US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 321.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4245.28000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Two Harbors Investment Corp_TWO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TWO US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 303.71000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4440.31000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | TreeHouse Foods Inc_THS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | THS US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 88.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4315.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Umpqua Holdings Corp_UMPQ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UMPQ US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 272.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4815.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Charter Communications Inc_CHTR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CHTR US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9.49000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4602.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Tempur Sealy International Inc_TPX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TPX US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 53.80000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4684.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Valvoline Inc_VVV |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VVV US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 196.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4208.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | VeriSign Inc_VRSN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VRSN US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 24.21000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4664.95000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | ViacomCBS Inc_VIAC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VIAC US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -986.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -41400.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Voya Financial Inc_VOYA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VOYA US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 75.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4630.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Valmont Industries Inc_VMI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VMI US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 31.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4662.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Vulcan Materials Co_VMC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VMC US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 31.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4554.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cullen/Frost Bankers Inc_CFR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CFR US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 47.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4633.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Xcel Energy Inc_XEL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | XEL US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 72.60000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4609.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Vail Resorts Inc_MTN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MTN US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 18.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4445.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Crown Castle International Cor_CCI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CCI US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 33.70000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4790.28000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | E*TRADE Financial Corp_ETFC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ETFC US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 99.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4516.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Wyndham Destinations Inc_WYND |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WYND US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 91.56000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4732.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Western Alliance Bancorp_WAL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WAL US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 84.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4809.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Expedia Group Inc_EXPE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EXPE US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 44.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4793.66000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Vornado Realty Trust_VNO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VNO US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 69.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4614.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Walt Disney Co/The_DIS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DIS US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 29.68000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4292.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WAT US Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -197.34000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -46108.38000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HAS US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 44.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4650.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | DuPont de Nemours Inc_DD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DD US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 67.91000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4359.62000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hyatt Hotels Corp_H |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | H US Equit_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 54.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4911.63000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Teladoc Health Inc_TDOC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TDOC US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -621.31000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -52016.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IAA US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 97.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4569.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | International Business Machine_IBM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IBM US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 33.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4484.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Illinois Tool Works Inc_ITW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ITW US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 25.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4619.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Johnson & Johnson_JNJ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JNJ US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 32.40000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4725.87000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Landstar System Inc_LSTR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LSTR US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 40.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4586.04000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Marvell Technology Group Ltd_MRVL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MRVL US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 171.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4554.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Micron Technology Inc_MU |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MU US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 95.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5114.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VER US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 459.73000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4247.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Old Republic International Cor_ORI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ORI US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 197.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4421.22000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Middleby Corp/The_MIDD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MIDD US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 38.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4213.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Woodward Inc_WWD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WWD US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 38.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4505.73000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Owens Corning_OC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OC US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 66.69000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4342.54000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Northern Trust Corp_NTRS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NTRS US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 41.45000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4403.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Republic Services Inc_RSG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RSG US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 50.28000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4506.22000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Proofpoint Inc_PFPT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PFPT US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37.73000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4330.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Rockwell Automation Inc_ROK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ROK US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 22.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4586.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Starwood Property Trust Inc_STWD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | STWD US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 180.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4485.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Stryker Corp_SYK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SYK US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 21.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4611.53000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Tiffany & Co_TIF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TIF US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 33.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4440.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Toll Brothers Inc_TOL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TOL US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 112.19000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4432.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Union Pacific Corp_UNP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UNP US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 25.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4597.66000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | WP Carey Inc_WPC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WPC US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 54.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4327.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Boston Properties Inc_BXP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BXP US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 32.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4464.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fidelity National Financial In_FNF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FNF US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 94.28000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4275.38000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ADT US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 489.32000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 3880.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hawaiian Electric Industries I_HE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HE US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 101.99000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4779.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cheniere Energy Inc_LNG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LNG US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 73.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4481.66000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Littelfuse Inc_LFUS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LFUS US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 24.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4715.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | OGE Energy Corp_OGE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OGE US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 105.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4708.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | National Instruments Corp_NATI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NATI US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 106.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4514.54000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Integra LifeSciences Holdings_IART |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IART US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -726.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -42367.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Hormel Foods Corp_HRL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HRL US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 99.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4499.77000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Penske Automotive Group Inc_PAG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PAG US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 88.16000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4427.62000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ryder System Inc_R |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | R US Equit_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 84.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4569.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Harley-Davidson Inc_HOG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HOG US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 121.68000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4525.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Curtiss-Wright Corp_CW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CW US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 32.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4591.62000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | BWX Technologies Inc_BWXT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BWXT US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 74.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4610.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Estee Lauder Cos Inc/The_EL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EL US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 22.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4711.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Arista Networks Inc_ANET |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ANET US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 23.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4728.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Casey's General Stores Inc_CASY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CASY US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 25.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4050.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Coherent Inc_COHR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | COHR US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 30.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4991.12000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Catalent Inc_CTLT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CTLT US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 86.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4849.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ameriprise Financial Inc_AMP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AMP US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 27.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4533.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | APTV US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 47.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4476.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Anaplan Inc_PLAN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PLAN US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 88.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4645.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Caterpillar Inc_CAT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CAT US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 30.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4559.03000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CoStar Group Inc_CSGP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CSGP US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7.40000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4426.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Eagle Materials Inc_EXP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EXP US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 49.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4451.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Acadia Healthcare Co Inc_ACHC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ACHC US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 138.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4595.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ANSS US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4560.85000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Brown & Brown Inc_BRO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BRO US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 117.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4651.73000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KMX US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 45.78000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4013.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Colgate-Palmolive Co_CL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CL US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 65.99000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4542.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ingredion Inc_INGR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | INGR US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 53.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4949.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Coupa Software Inc_COUP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | COUP US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 30.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4441.97000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Empire State Realty Trust Inc_ESRT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ESRT US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 321.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4481.61000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IT US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 27.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4297.85000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EXC US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 100.69000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4590.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KEY US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 230.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4674.22000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Kosmos Energy Ltd_KOS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KOS US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 743.80000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4239.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NKE US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 47.50000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4812.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | ON Semiconductor Corp_ON |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ON US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 210.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5119.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Penumbra Inc_PEN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PEN US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 25.49000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4186.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sun Communities Inc_SUI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SUI US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 27.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4082.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TWLO US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -457.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -44991.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | WABCO Holdings Inc_WBC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WBC US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 32.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4467.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Williams Cos Inc/The_WMB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WMB US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 195.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4628.39000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Teradyne Inc_TER |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TER US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 71.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4878.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | WPX Energy Inc_WPX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WPX US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 440.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 6050.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | WR Grace & Co_GRA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GRA US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 66.58000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4650.28000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Pilgrim's Pride Corp_PPC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PPC US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 142.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4654.93000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NWSA US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 348.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4921.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Howard Hughes Corp/The_HHC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HHC US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 40.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5097.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Maxim Integrated Products Inc_MXIM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MXIM US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 79.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4868.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | JM Smucker Co/The_SJM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SJM US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 42.32000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4407.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Henry Schein Inc_HSIC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HSIC US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 64.28000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4288.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Horizon Therapeutics Plc_HZNP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HZNP US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 137.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4961.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Parsley Energy Inc_PE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PE US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 291.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5515.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | National Retail Properties Inc_NNN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NNN US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 81.11000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4348.95000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Cincinnati Financial Corp_CINF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CINF US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 41.80000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4395.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Gentex Corp_GNTX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GNTX US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 154.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4488.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Campbell Soup Co_CPB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CPB US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 95.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4718.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DE US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 26.85000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4652.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Aqua America Inc_WTR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WTR US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 101.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4745.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Sensata Technologies Holding P_ST |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ST US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 86.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4634.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | American Homes 4 Rent_AMH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AMH US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 168.80000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4424.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | VICI Properties Inc_VICI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VICI US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 182.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4661.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Guidewire Software Inc_GWRE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GWRE US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37.19000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4082.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | West Pharmaceutical Services I_WST |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WST US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 30.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4566.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RTN US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4520.73000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SVB Financial Group_SIVB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SIVB US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 19.19000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4817.50000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Synchrony Financial_SYF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SYF US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 119.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4288.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AMC Networks Inc_AMCX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AMCX US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 115.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4569.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Allergan PLC_AGN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AGN US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 24.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4595.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Arthur J Gallagher & Co_AJG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AJG US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 47.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4568.80000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Athene Holding Ltd_ATH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ATH US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 98.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4649.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Beyond Meat Inc_BYND |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BYND US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 56.84000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4296.77000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CMS Energy Corp_CMS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CMS US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 72.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4573.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CVS Health Corp_CVS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CVS US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 59.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4384.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | DENTSPLY SIRONA Inc_XRAY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | XRAY US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 79.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4470.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fair Isaac Corp_FICO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FICO US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12.34000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4625.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | First Horizon National Corp_FHN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FHN US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 275.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4565.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Halliburton Co_HAL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HAL US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 208.92000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5112.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | HD Supply Holdings Inc_HDS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HDS US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 111.76000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4494.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Highwoods Properties Inc_HIW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HIW US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 92.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4528.45000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IDA US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 42.61000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4550.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Insulet Corp_PODD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PODD US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 24.50000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4193.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MSCI US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 17.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4465.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Simon Property Group Inc_SPG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SPG US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 29.76000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4433.31000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Take-Two Interactive Software_TTWO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TTWO US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 37.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4545.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | ServiceNow Inc_NOW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NOW US Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -160.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -45436.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | PagerDuty Inc_PD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PD US Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 176.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4139.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Lincoln National Corp_LNC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LNC US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 75.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4434.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | OneMain Holdings Inc_OMF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OMF US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 103.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4366.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Monolithic Power Systems Inc_MPWR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MPWR US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 28.16000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5013.87000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Retail Properties of America I_RPAI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RPAI US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 312.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4182.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Valero Energy Corp_VLO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VLO US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 46.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4308.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Wells Fargo & Co_WFC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WFC US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 82.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4431.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Welltower Inc_WELL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WELL US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 53.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4341.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | WESCO International Inc_WCC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WCC US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 84.40000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5012.54000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MYL US Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 236.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4763.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Oracle Corp_ORCL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ORCL US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 79.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4237.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Patterson-UTI Energy Inc_PTEN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PTEN US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 486.11000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 5104.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Tractor Supply Co_TSCO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TSCO US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 46.71000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4364.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VFC US Equ_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -500.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -49877.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Workday Inc_WDAY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WDAY US Eq_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -257.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -42423.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EVRG US Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 70.73000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 4603.50000000 |
| ISO Currency Code. | United States Dollar |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| Payments: fixed, floating or other. | Fixed Floating Other |
| Payments: Fixed rate. | 0.65 |
| Payments: Base currency | United States Dollar |
| Payments: Amount | 0.00000000 |
| ii. Termination or maturity date. | 2020-03-16 |
| iii. Upfront payments or receipts |
| Upfront payments. | 4281054.57 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 46064 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -47089.86 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | King Street Capital Ltd. |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | Z2HMUK1HK5Z7ORZZH318 |
| c. Title of the issue or description of the investment. | King Street Capital Ltd. - Class S Series 210 - M |
| 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 | 7114686 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 299.63120000 |
| 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. | 31348.60000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.003207674283 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.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. | VIRGIN ISLANDS (BRITISH) |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Morgan Stanley Capital Services LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | I7331LVCZKQKX5T7XV54 |
| c. Title of the issue or description of the investment. | UNITED BANKSHARES INC CFD |
| 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 | 1402176 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | -39186.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -275.15000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | -0.00002815409 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley Capital Services LLC |
| LEI (if any) of counterparty. | I7331LVCZKQKX5T7XV54 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | United Bankshares Inc/WV |
| Title of issue. | United Bankshares Inc/WV |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 909907107 |
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US9099071071 |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| Payments: fixed, floating or other. | Fixed Floating Other |
| Payments: Fixed rate. | 0.65 |
| Payments: Base currency | United States Dollar |
| Payments: Amount | 0.00000000 |
| ii. Termination or maturity date. | 2020-03-16 |
| iii. Upfront payments or receipts |
| Upfront payments. | 0 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | -1514655.61 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | -39186 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 311.99 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Rokos Global Macro Fund Limited - Class A UR NV - |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 549300OR6B15UIZ9FZ95 |
| c. Title of the issue or description of the investment. | Rokos Global Macro Fund Limited - Class A UR NV - |
| 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 | 6858362 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 33520.97260000 |
| 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. | 39922.14000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.004084942287 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.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. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | JPMorgan Chase Bank, National Association |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 7H6GLXDRUGQFU57RNE97 |
| c. Title of the issue or description of the investment. | GVNV.NAMM.EUR.EURIBOR.1M.T248 |
| 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 | 7935364 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 49800.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| 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. | 3332.89000000 |
| Exchange rate. | 1.12250000 |
| Percentage value compared to net assets of the Fund. | 0.000341030398 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed 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. | NETHERLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | JPMorgan Chase Bank, National Association |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | GrandVision NV |
| Title of issue. | GrandVision NV |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0010937066 |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
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. | Euribor 1 Month |
| Payments: Floating rate Spread. | 0.4 |
| 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 | Euro Member Countries |
| Payments: Amount | 0 |
| ii. Termination or maturity date. | 2020-08-14 |
| iii. Upfront payments or receipts |
| Upfront payments. | 1362546.83 |
| ISO Currency Code. | Euro Member Countries |
| Upfront receipts. | 0 |
| ISO Currency Code. | Euro Member Countries |
| iv. Notional amount. | 49800 |
| ISO Currency Code. | EUR |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 3470.33 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Myriad Opportunities Offshore Fund Limited |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Myriad Opportunities Offshore Fund Limited - Class |
| 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 | 5655795 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 387.13933000 |
| 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. | 209040.55000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.021389599419 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Goldman Sachs & Co. LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | FOR8UP27PHTHYVLBNG30 |
| c. Title of the issue or description of the investment. | TAYLOR MORRISON HOME CORP-A CFD |
| 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 | IGLS_3544438 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | -31768.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 9801.99000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.001002966360 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Goldman Sachs & Co. LLC |
| LEI (if any) of counterparty. | FOR8UP27PHTHYVLBNG30 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | Taylor Morrison Home Corp |
| Title of issue. | Taylor Morrison Home Corp |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 87724P106 |
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US87724P1066 |
| 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. | ICE Libor USD 1 Month |
| Receipts: Floating rate Spread. | -0.29 |
| 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 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| ii. Termination or maturity date. | 2021-01-05 |
| iii. Upfront payments or receipts |
| Upfront payments. | 0 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | -704250.47 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | -31768 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 11320.92 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | JPMorgan Chase Bank, National Association |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 7H6GLXDRUGQFU57RNE97 |
| c. Title of the issue or description of the investment. | NATU3.BZMM.USD.LIBOR.1M.T3750 |
| 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 | 7834472 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | -264100.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -536444.88000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | -0.05489050374 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed 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. | BRAZIL |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | JPMorgan Chase Bank, National Association |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | Natura Cosmeticos SA |
| Title of issue. | Natura Cosmeticos SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | BRNATUACNOR6 |
| 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. | ICE Libor USD 1 Month |
| Receipts: Floating rate Spread. | -6.5 |
| 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 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| ii. Termination or maturity date. | 2020-08-14 |
| iii. Upfront payments or receipts |
| Upfront payments. | 0 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | -2002334.3 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | -264100 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -532171.79 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Wingspan Overseas Fund Ltd. - Class D Shares - D2 |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Wingspan Overseas Fund Ltd. - Class D Shares - D2 |
| 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 | 3884692 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 29.35227000 |
| 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. | 18948.33000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.001938844823 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | King Street Capital, Ltd. - Class S Series 302- MM |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | King Street Capital, Ltd. - Class S Series 302- MM |
| 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 | IGLS_8375834 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 184.81900000 |
| 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. | 18723.58000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.001915847790 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.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. | VIRGIN ISLANDS (BRITISH) |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Tybourne Equity (Offshore) Fund - Series A Eligibl |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Tybourne Equity (Offshore) Fund - Series A Eligibl |
| 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 | 3594230 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 375.00000000 |
| 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. | 549910.98000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.056268391842 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | King Street Capital Ltd. |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | Z2HMUK1HK5Z7ORZZH318 |
| c. Title of the issue or description of the investment. | King Street Capital Ltd. - Class S Series 203 - M |
| 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 | 7114684 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 694.49077000 |
| 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. | 72817.47000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.007450882204 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.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. | VIRGIN ISLANDS (BRITISH) |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | King Street Capital Ltd. |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | XVDX16GZFAZQ16VF2W85 |
| c. Title of the issue or description of the investment. | King Street Capital Ltd. - Class S Series 137 - R |
| 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 | 6353652 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 558.60345000 |
| 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. | 59176.97000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.006055149027 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | VIRGIN ISLANDS (BRITISH) |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | JPMorgan Chase Bank, National Association |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 7H6GLXDRUGQFU57RNE97 |
| c. Title of the issue or description of the investment. | JPABSAA1 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 | 7018695 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 216034.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -33787.72000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | -0.00345725169 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | JPMorgan Chase Bank, National Association |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%, but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i) 50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name. | JPABSAA1 |
| Index identifier, if any. | JPABSAA1 |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
For all other indices or custom baskets provide:
| i. Name. | JPMorgan Cash USA 1M_JPCAUS1M |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JPCAUS1M I_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -17089.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -5171396.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Citrix Systems Inc_CTXS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CTXS UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1837.05000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 203728.61000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | American Financial Group Inc/O_AFG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AFG UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2330.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 255514.63000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Dollar General Corp_DG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DG UN Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1904.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 297090.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NICE IT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 18.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 292822.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ENEL IM Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 34229.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 271722.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | REP SQ Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10651.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 166550.71000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | HKT Trust & HKT Ltd_6823 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 6823 HK Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 143269.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 201892.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Check Point Software Technolog_CHKP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CHKP UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2875.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 319081.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Reinsurance Group of America I_RGA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RGA UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1042.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 169945.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | PNC Financial Services Group I_PNC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PNC UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2013.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 321436.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | REN NA Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12863.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 324311.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Ross Stores Inc_ROST |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ROST UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3178.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 370085.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AIR FP Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 777.36000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 113854.53000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Morinaga & Co Ltd/Japan_2201 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 2201 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3502.40000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 168875.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PFE UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5235.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 205108.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Unilever PLC_ULVR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ULVR LN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 28.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 166029.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Automatic Data Processing Inc_ADP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ADP UW Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2180.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 371778.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Novo Nordisk A/S_NOVOB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NOVOB DC E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4145.28000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 240764.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Royal Dutch Shell PLC_RDSB |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RDSB LN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 120.60000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 357779.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Comcast Corp_CMCSA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CMCSA UW E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6308.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 283676.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Home Depot Inc/The_HD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HD UN Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1146.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 250281.77000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Constellation Software Inc/Can_CSU |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CSU CT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 344.73000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 335268.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | MSCI Daily TR Gross Canada USD_GDDUCA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GDDUCA Ind_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -78.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -631426.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Paychex Inc_PAYX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PAYX UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3858.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 328211.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DNB NO Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5888.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 109905.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Oracle Corp_ORCL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ORCL UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 7398.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 391947.71000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | L3Harris Technologies Inc_LHX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LHX UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1456.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 288143.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CME Group Inc_CME |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CME UW Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1060.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 212918.12000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WMT UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3326.48000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 395319.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | MSCI Daily TR Gross EAFE USD_GDDUEAFE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GDDUEAFE I_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -728.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -6299220.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Koninklijke Ahold Delhaize NV_AD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AD NA Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10382.85000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 259842.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NESN SE Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1504.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 162828.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Eli Lilly & Co_LLY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LLY UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1547.49000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 203387.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Deckers Outdoor Corp_DECK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DECK UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1450.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 244910.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AutoZone Inc_AZO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AZO UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 215.41000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 256620.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Compass Group PLC_CPG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CPG LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 46.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 116216.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Alphabet Inc_GOOG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GOOG UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 150.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 201287.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Oracle Corp Japan_4716 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4716 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3617.68000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 331225.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | INF LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 103.86000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 117909.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Astellas Pharma Inc_4503 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 4503 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 13617.84000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 234325.86000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Daiichikosho Co Ltd_7458 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 7458 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1967.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 103746.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | GlaxoSmithKline PLC_GSK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GSK LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 50.51000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 119047.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | JPMorgan Chase & Co_JPM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JPM UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1662.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 231720.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FP FP Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2354.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 130006.63000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SAMPO FH E_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4605.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 201136.66000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Roche Holding AG_ROG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ROG SE Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1535.48000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 497900.31000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Galenica AG_GALE |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GALE SE Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2918.12000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 180357.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | S&P 500 Total Return 4 JAN 198_SPTR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SPTR Index_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1577.06000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -10335360.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Aristocrat Leisure Ltd_ALL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ALL AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12537.92000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 296751.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | KBC Group NV_KBC |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KBC BB Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3819.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 287547.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AAPL UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1803.69000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 529652.66000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nippon Building Fund Inc_8951 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 8951 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 27.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 200575.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Admiral Group PLC_ADM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ADM LN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 61.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 188941.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Essent Group Ltd_ESNT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ESNT UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3273.84000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 170207.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fidelity National Financial In_FNF |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FNF UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6822.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 309401.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Merck & Co Inc_MRK |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MRK UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3842.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 349438.80000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | McDonald's Corp_MCD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MCD UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1120.50000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 221421.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | MTU Aero Engines AG_MTX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MTX GY Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 423.16000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 120933.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Swiss Re AG_SREN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SREN SE Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1113.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 124953.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | S&P Global Inc_SPGI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SPGI UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 421.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 115132.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ANTM UN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 611.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 184657.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Microsoft Corp_MSFT |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MSFT UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4306.91000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 679199.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Progressive Corp/The_PGR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PGR UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2852.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 206526.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Partners Group Holding AG_PGHN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PGHN SE Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 272.74000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 249938.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | RenaissanceRe Holdings Ltd_RNR |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RNR UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 792.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 155264.57000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Procter & Gamble Co/The_PG |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PG UN Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2274.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 284105.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Auto Trader Group PLC_AUTO |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AUTO LN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 412.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 325283.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CH Robinson Worldwide Inc_CHRW |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CHRW UW Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3264.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 255300.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Capgemini SE_CAP |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CAP FP Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1416.76000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 173185.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FB UW Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 555.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 114071.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Nippon Telegraph & Telephone C_9432 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | 9432 JT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 9384.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 238081.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Toronto-Dominion Bank/The_TD |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TD CT Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4124.05000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 231620.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Fidelity National Information_FIS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FIS UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1141.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 158826.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Qantas Airways Ltd_QAN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | QAN AT Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 83940.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 419531.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Booz Allen Hamilton Holding Co_BAH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BAH UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3162.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 224974.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SYY UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3264.12000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 279213.01000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Zurich Insurance Group AG_ZURN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ZURN SE Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 506.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 207506.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bank Leumi Le-Israel BM_LUMI |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LUMI IT Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 495.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 360761.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Bristol-Myers Squibb Co_BMY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BMY UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3714.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 238420.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Texas Instruments Inc_TXN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TXN UW Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2194.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 281566.66000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PEP UW Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1294.91000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 176976.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SALM NO Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5742.21000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 293602.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Wolters Kluwer NV_WKL |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | WKL NA Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3749.40000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 273649.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Chevron Corp_CVX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CVX UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1326.51000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 159858.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Experian PLC_EXPN |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EXPN LN Eq_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 81.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 276448.62000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | VNA GY Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2789.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 150322.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ADS GY Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 975.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 317382.96000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | TJX Cos Inc/The_TJX |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TJX UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1976.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 120678.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Philip Morris International In_PM |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PM UN Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3564.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 303279.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Amadeus IT Group SA_AMS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | AMS SQ Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 2194.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 179350.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | DBS Group Holdings Ltd_DBS |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | DBS SP Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 10365.21000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 199495.60000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | UnitedHealth Group Inc_UNH |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | UNH UN Equ_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1242.56000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 365286.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Mastercard Inc_MA |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | MA UN Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 469.11000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 140070.78000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | Royal Bank of Canada_RY |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | RY CT Equi_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3188.40000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 252637.53000000 |
| 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.
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| Payments: fixed, floating or other. | Fixed Floating Other |
| Payments: Fixed rate. | 0.11 |
| Payments: Base currency | United States Dollar |
| Payments: Amount | 0.00000000 |
| ii. Termination or maturity date. | 2020-01-31 |
| iii. Upfront payments or receipts |
| Upfront payments. | 22451635.9 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 216034 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -33787.72 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Rokos Global Macro Fund Limited - Class A UR NV |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Rokos Global Macro Fund Limited - Class A UR NV |
| 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 | 5015238 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 150352.14879000 |
| 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. | 18798476.17000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 1.923511371194 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Goldman Sachs & Co. |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | FOR8UP27PHTHYVLBNG30 |
| c. Title of the issue or description of the investment. | BXCS1673 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 | 7017782 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 4676.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -18274.74000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | -0.00186992125 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Goldman Sachs & Co. |
| LEI (if any) of counterparty. | FOR8UP27PHTHYVLBNG30 |
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. | BXCS1673 |
| Index identifier, if any. | BXCS1673 Index |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
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. | ICE Libor USD 1 Month |
| Payments: Floating rate Spread. | 0.35 |
| 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 |
| ii. Termination or maturity date. | 2021-01-05 |
| iii. Upfront payments or receipts |
| Upfront payments. | 2503908.69 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 4676 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -19859.41 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Morgan Stanley Capital Services LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | I7331LVCZKQKX5T7XV54 |
| c. Title of the issue or description of the investment. | CY.USMM.USD.LIBOR.1M.T3750 |
| 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 | 7713338 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 95130.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 4756.50000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000486698057 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley Capital Services LLC |
| LEI (if any) of counterparty. | I7331LVCZKQKX5T7XV54 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | Cypress Semiconductor Corp |
| Title of issue. | Cypress Semiconductor Corp |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 232806109 |
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US2328061096 |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
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. | ICE Libor USD 1 Month |
| Payments: Floating rate Spread. | 0.3 |
| 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 |
| ii. Termination or maturity date. | 2020-12-11 |
| iii. Upfront payments or receipts |
| Upfront payments. | 2214626.4 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 95130 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 7393.41 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | JPMorgan Chase Bank, National Association |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 7H6GLXDRUGQFU57RNE97 |
| c. Title of the issue or description of the investment. | LIBERTY PROPERTY TRUST CFD |
| 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 | 5334453 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 962.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 1207.69000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000123574135 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | JPMorgan Chase Bank, National Association |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | Liberty Property Trust |
| Title of issue. | Liberty Property Trust |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 531172104 |
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US5311721048 |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
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. | ICE Libor USD 1 Month |
| Payments: Floating rate Spread. | 0.4 |
| 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 |
| ii. Termination or maturity date. | 2020-08-14 |
| iii. Upfront payments or receipts |
| Upfront payments. | 56560.41 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 962 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 1387.84 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Janchor Partners Pan-Asian 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. | N/A |
| c. Title of the issue or description of the investment. | Janchor Partners Pan-Asian Fund - Class B Shares - |
| 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 | 5023615 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 100000.00000000 |
| 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. | 13858274.40000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 1.418016447315 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Tybourne Equity (Offshore) Fund - Series A Eligibl |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Tybourne Equity (Offshore) Fund - Series A Eligibl |
| 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 | 3782255 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 375.00000000 |
| 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. | 514047.95000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.052598788764 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Tybourne Equity (Offshore) Fund - Series A Eligibl |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Tybourne Equity (Offshore) Fund - Series A Eligibl |
| 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 | 3361390 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 562.50000000 |
| 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. | 869705.42000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.088990631465 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Myriad Opportunities Offshore Fund Limited |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Myriad Opportunities Offshore Fund Limited - Class |
| 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 | 5639914 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 19286.64581000 |
| 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. | 22056522.01000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 2.256883510746 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Wingspan Overseas Fund Ltd. - Class D Shares - D2 |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Wingspan Overseas Fund Ltd. - Class D Shares - D2 |
| 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 | 3681161 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 48.72129000 |
| 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. | 34001.48000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.003479124202 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Empyrean Capital Overseas Fund Ltd. |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | TE11ZP37UECPMNYS2B47 |
| c. Title of the issue or description of the investment. | Empyrean Capital Overseas Fund Ltd. - Class 2 Ser |
| 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 | 6907705 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 20000.00000000 |
| 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. | 19875954.00000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 2.033761842534 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.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. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Nokota LC LLC - Series A NR - LQ - Sub-Series 1 U |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Nokota LC LLC - Series A NR - LQ - Sub-Series 1 U |
| 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 | 8005731 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 460.54958000 |
| 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. | 382690.33000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.039157918692 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.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. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Goldman Sachs & Co. LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | FOR8UP27PHTHYVLBNG30 |
| c. Title of the issue or description of the investment. | CONTINENTAL GOLD INC CFD |
| 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 | IGLS_8289422 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 354456.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| 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. | -6093.01000000 |
| Exchange rate. | 1.29675000 |
| Percentage value compared to net assets of the Fund. | -0.00062345340 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CANADA (FEDERAL LEVEL) |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Goldman Sachs & Co. LLC |
| LEI (if any) of counterparty. | FOR8UP27PHTHYVLBNG30 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | Continental Gold Inc |
| Title of issue. | Continental Gold Inc |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CA21146A1084 |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
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. | Canada Bankers Acceptances 1 Month |
| Payments: Floating rate Spread. | 0.35 |
| 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 | Canada Dollar |
| Payments: Amount | 0 |
| ii. Termination or maturity date. | 2021-01-05 |
| iii. Upfront payments or receipts |
| Upfront payments. | 1904240.72 |
| ISO Currency Code. | Canada Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | Canada Dollar |
| iv. Notional amount. | 354456 |
| ISO Currency Code. | CAD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -8587.21 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | JPMorgan Chase Bank, National Association |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 7H6GLXDRUGQFU57RNE97 |
| c. Title of the issue or description of the investment. | AVP.NMM.USD.LIBOR.1M.T3750 |
| 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 | 7834469 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 440167.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 709111.71000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.072558244896 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | JPMorgan Chase Bank, National Association |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | Avon Products Inc |
| Title of issue. | Avon Products Inc |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 054303102 |
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US0543031027 |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
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. | ICE Libor USD 1 Month |
| Payments: Floating rate Spread. | 0.4 |
| 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 |
| ii. Termination or maturity date. | 2020-08-14 |
| iii. Upfront payments or receipts |
| Upfront payments. | 1773430.17 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 440167 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 696116.75 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Think Investments Offshore Ltd. - Tranche A Sub Tr |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Think Investments Offshore Ltd. - Tranche A Sub Tr |
| 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 | 3700996 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 21818.53370000 |
| 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. | 37371450.22000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 3.823948750213 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | King Street Capital, Ltd. - Class S Series 296- MM |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | King Street Capital, Ltd. - Class S Series 296- MM |
| 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 | IGLS_8375917 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 531.13900000 |
| 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. | 53618.62000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.005486403490 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.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. | VIRGIN ISLANDS (BRITISH) |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Goldman Sachs & Co. LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | FOR8UP27PHTHYVLBNG30 |
| c. Title of the issue or description of the investment. | CONTINENTAL BUILDING PRODUCT CFD |
| 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 | IGLS_5331290 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 39220.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 11181.62000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.001144133866 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Goldman Sachs & Co. LLC |
| LEI (if any) of counterparty. | FOR8UP27PHTHYVLBNG30 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | Continental Building Products Inc |
| Title of issue. | Continental Building Products Inc |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 211171103 |
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US2111711030 |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
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. | ICE Libor USD 1 Month |
| Payments: Floating rate Spread. | 0.35 |
| 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 |
| ii. Termination or maturity date. | 2021-01-05 |
| iii. Upfront payments or receipts |
| Upfront payments. | 1417602.98 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 39220 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 7349.86 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Goldman Sachs & Co. LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | FOR8UP27PHTHYVLBNG30 |
| c. Title of the issue or description of the investment. | CRCM.USMM.USD.LIBOR.1M.T3750 |
| 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 | IGLS_8361700 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 4381.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 367.96000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000037650671 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Goldman Sachs & Co. LLC |
| LEI (if any) of counterparty. | FOR8UP27PHTHYVLBNG30 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | Care.com Inc |
| Title of issue. | Care.com Inc |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 141633107 |
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US1416331072 |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
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. | ICE Libor USD 1 Month |
| Payments: Floating rate Spread. | 0.35 |
| 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 |
| ii. Termination or maturity date. | 2021-01-05 |
| iii. Upfront payments or receipts |
| Upfront payments. | 65478.47 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 4381 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 367.96 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | JPMorgan Chase Bank, National Association |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 7H6GLXDRUGQFU57RNE97 |
| c. Title of the issue or description of the investment. | JPMZRMR1 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 | 7017913 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 25028.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 500.56000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000051218664 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | JPMorgan Chase Bank, National Association |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%, but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i) 50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name. | JPMZRMR1 |
| Index identifier, if any. | JPMZRMR1 |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
For all other indices or custom baskets provide:
| i. Name. | CAD-USD,10+01+2020,1.3228,10+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CAD-USD,10_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8441.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8441.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CHF-USD,16+01+2020,0.9810,16+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CHF-USD,16_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6512.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 6512.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SEK-USD,03+01+2020,9.5166,03+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SEK-USD,03_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11346.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11346.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CAD-USD,24+01+2020,1.3166,23+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CAD-USD,24_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8479.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8479.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | JPY-USD,15+01+2020,108.9972,13+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JPY-USD,15_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -36472.16000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36472.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-GBP,06+01+2020,1.3126,04+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-GBP,06_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20275.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 20275.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NOK-USD,15+01+2020,9.0439,13+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NOK-USD,15_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 43182.13000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 43182.13000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-NZD,06+01+2020,0.6533,04+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-NZD,06_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -37908.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -37908.87000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-AUD,06+01+2020,0.6856,04+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-AUD,06_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -14256.44000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -14256.44000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CHF-USD,02+01+2020,0.9898,02+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CHF-USD,02_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6413.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 6413.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CHF-USD,23+01+2020,0.9789,20+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CHF-USD,23_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6538.24000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 6538.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-EUR,29+01+2020,1.1224,30+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-EUR,29_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11103.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11103.54000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-GBP,27+01+2020,1.2981,24+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-GBP,27_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20380.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 20380.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-NZD,09+01+2020,0.6568,09+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-NZD,09_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -37941.26000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -37941.26000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CAD-USD,03+01+2020,1.3291,03+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CAD-USD,03_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8393.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8393.33000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CAD-USD,28+01+2020,1.3079,27+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CAD-USD,28_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8488.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8488.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CHF-USD,27+01+2020,0.9778,24+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CHF-USD,27_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6513.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 6513.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NOK-USD,13+01+2020,9.1501,11+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NOK-USD,13_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 42869.12000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 42869.12000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SEK-USD,21+01+2020,9.3836,18+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SEK-USD,21_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11540.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11540.87000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CHF-USD,21+01+2020,0.9784,18+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CHF-USD,21_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6531.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 6531.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-NZD,21+01+2020,0.6592,18+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-NZD,21_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -37916.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -37916.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-EUR,16+01+2020,1.1167,16+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-EUR,16_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11145.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11145.39000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-GBP,16+01+2020,1.3354,16+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-GBP,16_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20457.12000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 20457.12000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CHF-USD,09+01+2020,0.9855,09+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CHF-USD,09_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6462.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 6462.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | JPY-USD,29+01+2020,108.8402,30+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JPY-USD,29_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -36307.51000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36307.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-NZD,13+01+2020,0.6567,11+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-NZD,13_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -37878.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -37878.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NOK-USD,08+01+2020,9.1400,06+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NOK-USD,08_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 42977.74000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 42977.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CAD-USD,13+01+2020,1.3211,11+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CAD-USD,13_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8437.76000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8437.76000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CHF-USD,06+01+2020,0.9861,04+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CHF-USD,06_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6495.51000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 6495.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-NZD,03+01+2020,0.6517,03+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-NZD,03_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -37933.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -37933.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CHF-USD,08+01+2020,0.9884,06+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CHF-USD,08_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6481.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 6481.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-EUR,03+01+2020,1.1112,03+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-EUR,03_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11147.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11147.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SEK-USD,28+01+2020,9.3336,27+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SEK-USD,28_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11474.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11474.10000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CAD-USD,23+01+2020,1.3162,20+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CAD-USD,23_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8504.02000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8504.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CAD-USD,16+01+2020,1.3147,16+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CAD-USD,16_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8459.69000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8459.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NOK-USD,10+01+2020,9.1629,10+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NOK-USD,10_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 42988.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 42988.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NOK-USD,22+01+2020,8.9701,19+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NOK-USD,22_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 43558.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 43558.87000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-NZD,17+01+2020,0.6579,17+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-NZD,17_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -38169.59000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -38169.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-NZD,24+01+2020,0.6630,23+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-NZD,24_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -37889.68000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -37889.68000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-GBP,29+01+2020,1.3124,30+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-GBP,29_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20407.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 20407.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CHF-USD,13+01+2020,0.9833,11+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CHF-USD,13_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6493.36000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 6493.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | JPY-USD,17+01+2020,109.2269,17+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JPY-USD,17_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -36349.91000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36349.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-EUR,22+01+2020,1.1144,19+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-EUR,22_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11155.70000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11155.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NOK-USD,21+01+2020,9.0175,18+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NOK-USD,21_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 43584.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 43584.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-GBP,28+01+2020,1.3104,27+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-GBP,28_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20248.16000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 20248.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-NZD,29+01+2020,0.6733,30+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-NZD,29_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -37871.66000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -37871.66000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CAD-USD,06+01+2020,1.3229,04+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CAD-USD,06_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8398.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8398.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NOK-USD,23+01+2020,8.9574,20+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NOK-USD,23_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 43787.40000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 43787.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-AUD,13+01+2020,0.6858,11+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-AUD,13_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -14186.69000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -14186.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-AUD,09+01+2020,0.6836,09+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-AUD,09_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -14279.80000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -14279.80000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NOK-USD,09+01+2020,9.1380,09+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NOK-USD,09_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 42981.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 42981.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-NZD,14+01+2020,0.6597,12+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-NZD,14_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -37825.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -37825.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CHF-USD,28+01+2020,0.9734,27+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CHF-USD,28_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6522.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 6522.67000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NOK-USD,02+01+2020,9.1559,02+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NOK-USD,02_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 42679.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 42679.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NOK-USD,17+01+2020,9.0123,17+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NOK-USD,17_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 43598.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 43598.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CHF-USD,17+01+2020,0.9769,17+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CHF-USD,17_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6504.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 6504.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SEK-USD,06+01+2020,9.4847,04+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SEK-USD,06_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11347.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11347.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-AUD,22+01+2020,0.6884,19+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-AUD,22_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -14240.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -14240.03000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SEK-USD,13+01+2020,9.4156,11+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SEK-USD,13_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11384.84000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11384.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-AUD,10+01+2020,0.6814,10+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-AUD,10_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -14325.05000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -14325.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SEK-USD,07+01+2020,9.4759,05+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SEK-USD,07_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11385.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11385.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NOK-USD,29+01+2020,8.7784,30+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NOK-USD,29_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 44541.24000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 44541.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-EUR,09+01+2020,1.1098,09+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-EUR,09_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11133.00000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11133.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NOK-USD,28+01+2020,8.8189,27+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NOK-USD,28_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 44065.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 44065.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-EUR,28+01+2020,1.1186,27+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-EUR,28_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11072.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11072.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-AUD,07+01+2020,0.6829,05+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-AUD,07_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -14335.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -14335.57000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-EUR,21+01+2020,1.1156,18+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-EUR,21_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11172.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11172.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-AUD,02+01+2020,0.6820,02+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-AUD,02_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -14177.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -14177.22000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SEK-USD,14+01+2020,9.3785,12+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SEK-USD,14_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11461.94000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11461.94000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-EUR,17+01+2020,1.1182,17+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-EUR,17_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11130.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11130.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CAD-USD,17+01+2020,1.3151,17+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CAD-USD,17_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8489.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8489.87000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-EUR,23+01+2020,1.1114,20+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-EUR,23_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11173.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11173.04000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-AUD,28+01+2020,0.6988,27+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-AUD,28_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -14161.78000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -14161.78000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-NZD,10+01+2020,0.6547,10+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-NZD,10_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -38123.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -38123.63000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NOK-USD,27+01+2020,8.9142,24+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NOK-USD,27_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 43911.05000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 43911.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-EUR,02+01+2020,1.1102,02+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-EUR,02_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11112.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11112.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-GBP,07+01+2020,1.3171,05+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-GBP,07_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20384.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 20384.63000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-AUD,27+01+2020,0.6933,24+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-AUD,27_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -14253.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -14253.08000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CAD-USD,15+01+2020,1.3194,13+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CAD-USD,15_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8464.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8464.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-AUD,17+01+2020,0.6861,17+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-AUD,17_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -14359.57000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -14359.57000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CHF-USD,07+01+2020,0.9856,05+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CHF-USD,07_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6478.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 6478.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-AUD,15+01+2020,0.6880,13+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-AUD,15_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -14331.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -14331.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | JPY-USD,22+01+2020,109.0454,19+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JPY-USD,22_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -36358.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36358.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NOK-USD,24+01+2020,8.9456,23+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NOK-USD,24_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 43854.43000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 43854.43000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CAD-USD,22+01+2020,1.3124,19+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CAD-USD,22_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8512.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8512.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-EUR,07+01+2020,1.1119,05+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-EUR,07_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11154.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11154.07000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SEK-USD,27+01+2020,9.4000,24+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SEK-USD,27_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11459.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11459.63000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-GBP,08+01+2020,1.3123,06+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-GBP,08_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20526.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 20526.97000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-AUD,23+01+2020,0.6910,20+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-AUD,23_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -14220.91000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -14220.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-EUR,13+01+2020,1.1115,11+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-EUR,13_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11154.20000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11154.20000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-EUR,14+01+2020,1.1145,12+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-EUR,14_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11120.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11120.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | JPY-USD,21+01+2020,109.2936,18+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JPY-USD,21_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -36383.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36383.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-GBP,15+01+2020,1.3361,13+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-GBP,15_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20103.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 20103.23000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-GBP,17+01+2020,1.3153,17+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-GBP,17_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20753.42000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 20753.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-GBP,09+01+2020,1.3174,09+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-GBP,09_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20373.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 20373.87000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | JPY-USD,06+01+2020,108.5372,04+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JPY-USD,06_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -36753.92000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36753.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SEK-USD,10+01+2020,9.4803,10+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SEK-USD,10_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11354.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11354.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NOK-USD,06+01+2020,9.1555,04+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NOK-USD,06_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 42791.85000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 42791.85000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NOK-USD,16+01+2020,9.0094,16+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NOK-USD,16_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 43434.73000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 43434.73000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-NZD,23+01+2020,0.6613,20+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-NZD,23_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -37928.21000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -37928.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-AUD,14+01+2020,0.6906,12+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-AUD,14_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -14179.84000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -14179.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-NZD,07+01+2020,0.6534,05+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-NZD,07_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -37996.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -37996.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-GBP,13+01+2020,1.3197,11+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-GBP,13_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20433.91000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 20433.91000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CAD-USD,02+01+2020,1.3299,02+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CAD-USD,02_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8407.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8407.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-NZD,28+01+2020,0.6712,27+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-NZD,28_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -37618.73000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -37618.73000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CHF-USD,22+01+2020,0.9757,19+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CHF-USD,22_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6521.09000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 6521.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CAD-USD,07+01+2020,1.3181,05+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CAD-USD,07_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8438.46000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8438.46000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | JPY-USD,09+01+2020,108.2996,09+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JPY-USD,09_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -36700.36000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36700.36000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-EUR,27+01+2020,1.1117,24+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-EUR,27_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11140.22000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11140.22000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | JPY-USD,02+01+2020,108.8052,02+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JPY-USD,02_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -36435.63000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36435.63000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | JPY-USD,07+01+2020,108.4869,05+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JPY-USD,07_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -36657.53000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36657.53000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NOK-USD,03+01+2020,9.1809,03+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NOK-USD,03_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 42908.19000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 42908.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CAD-USD,21+01+2020,1.3110,18+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CAD-USD,21_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8486.41000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8486.41000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CHF-USD,14+01+2020,0.9843,12+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CHF-USD,14_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6492.47000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 6492.47000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CHF-USD,15+01+2020,0.9802,13+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CHF-USD,15_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6485.38000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 6485.38000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | JPY-USD,14+01+2020,109.0007,12+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JPY-USD,14_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -36680.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36680.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | JPY-USD,16+01+2020,109.3292,16+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JPY-USD,16_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -36473.31000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36473.31000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SEK-USD,15+01+2020,9.3707,13+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SEK-USD,15_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11506.37000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11506.37000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-AUD,29+01+2020,0.7001,30+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-AUD,29_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -14244.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -14244.82000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-GBP,03+01+2020,1.3012,03+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-GBP,03_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20341.81000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 20341.81000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-GBP,14+01+2020,1.3138,12+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-GBP,14_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20538.16000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 20538.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-AUD,16+01+2020,0.6901,16+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-AUD,16_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -14232.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -14232.55000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-EUR,10+01+2020,1.1118,10+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-EUR,10_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11132.32000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11132.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SEK-USD,24+01+2020,9.4123,23+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SEK-USD,24_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11487.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11487.17000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-GBP,02+01+2020,1.2941,02+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-GBP,02_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20476.24000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 20476.24000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SEK-USD,22+01+2020,9.4125,19+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SEK-USD,22_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11495.31000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11495.31000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-GBP,24+01+2020,1.2943,23+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-GBP,24_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20633.14000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 20633.14000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | JPY-USD,28+01+2020,109.4352,27+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JPY-USD,28_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -36435.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36435.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-EUR,08+01+2020,1.1075,06+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-EUR,08_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11200.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11200.01000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-GBP,22+01+2020,1.3046,19+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-GBP,22_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20508.49000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 20508.49000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-AUD,08+01+2020,0.6836,06+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-AUD,08_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -14267.31000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -14267.31000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | JPY-USD,10+01+2020,108.4000,10+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JPY-USD,10_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -36715.73000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36715.73000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-EUR,24+01+2020,1.1115,23+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-EUR,24_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11139.56000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11139.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CAD-USD,14+01+2020,1.3187,12+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CAD-USD,14_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8448.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8448.65000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SEK-USD,09+01+2020,9.5073,09+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SEK-USD,09_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11384.29000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11384.29000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CHF-USD,24+01+2020,0.9794,23+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CHF-USD,24_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6515.27000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 6515.27000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | JPY-USD,13+01+2020,108.3878,11+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JPY-USD,13_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -36678.48000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36678.48000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-EUR,15+01+2020,1.1163,13+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-EUR,15_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11131.78000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11131.78000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-AUD,03+01+2020,0.6844,03+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-AUD,03_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -14229.74000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -14229.74000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SEK-USD,16+01+2020,9.3403,16+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SEK-USD,16_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11515.45000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11515.45000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-NZD,15+01+2020,0.6596,13+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-NZD,15_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -38002.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -38002.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-NZD,16+01+2020,0.6610,16+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-NZD,16_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -37915.99000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -37915.99000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-NZD,22+01+2020,0.6602,19+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-NZD,22_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -37939.06000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -37939.06000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-AUD,24+01+2020,0.6923,23+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-AUD,24_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -14247.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -14247.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-GBP,21+01+2020,1.3090,18+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-GBP,21_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20540.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 20540.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NOK-USD,14+01+2020,9.0967,12+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NOK-USD,14_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 42928.18000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 42928.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SEK-USD,23+01+2020,9.3904,20+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SEK-USD,23_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11459.40000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11459.40000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-NZD,02+01+2020,0.6505,02+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-NZD,02_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -37521.33000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -37521.33000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-NZD,08+01+2020,0.6558,06+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-NZD,08_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -37861.58000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -37861.58000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-NZD,27+01+2020,0.6647,24+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-NZD,27_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -37897.69000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -37897.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | JPY-USD,08+01+2020,108.3817,06+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JPY-USD,08_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -36668.72000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36668.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | JPY-USD,03+01+2020,108.2483,03+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JPY-USD,03_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -36565.05000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36565.05000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-GBP,23+01+2020,1.3067,20+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-GBP,23_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20407.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 20407.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CAD-USD,09+01+2020,1.3224,09+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CAD-USD,09_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8416.98000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8416.98000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CHF-USD,29+01+2020,0.9672,30+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CHF-USD,29_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6551.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 6551.87000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CAD-USD,27+01+2020,1.3149,24+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CAD-USD,27_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8476.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8476.54000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | JPY-USD,23+01+2020,109.1920,20+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JPY-USD,23_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -36441.15000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36441.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-GBP,10+01+2020,1.3189,10+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-GBP,10_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 20425.31000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 20425.31000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SEK-USD,17+01+2020,9.3474,17+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SEK-USD,17_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11549.77000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11549.77000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | JPY-USD,27+01+2020,109.0584,24+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JPY-USD,27_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -36416.21000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36416.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CAD-USD,29+01+2020,1.3052,30+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CAD-USD,29_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8532.85000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8532.85000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-AUD,21+01+2020,0.6867,18+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-AUD,21_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -14263.51000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -14263.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CHF-USD,03+01+2020,0.9835,03+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CHF-USD,03_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6454.39000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 6454.39000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | JPY-USD,24+01+2020,109.1236,23+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | JPY-USD,24_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -36395.16000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -36395.16000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CHF-USD,10+01+2020,0.9833,10+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CHF-USD,10_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 6479.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 6479.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CAD-USD,08+01+2020,1.3262,06+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CAD-USD,08_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -8468.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -8468.87000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SEK-USD,08+01+2020,9.4843,06+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SEK-USD,08_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11395.45000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11395.45000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SEK-USD,02+01+2020,9.5180,02+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SEK-USD,02_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11309.54000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11309.54000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NOK-USD,07+01+2020,9.1411,05+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NOK-USD,07_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 42911.56000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 42911.56000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SEK-USD,29+01+2020,9.3063,30+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SEK-USD,29_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11555.71000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11555.71000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | USD-EUR,06+01+2020,1.1115,04+12+2019,WMR_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | USD-EUR,06_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 11154.84000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 11154.84000000 |
| 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.
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| ii. Termination or maturity date. | 2020-06-15 |
| iii. Upfront payments or receipts |
| Upfront payments. | 3990464.32 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 25028 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 500.56 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Janchor Partners Pan-Asian 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. | N/A |
| c. Title of the issue or description of the investment. | Janchor Partners Pan-Asian Fund - Class B Shares - |
| 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 | 5650235 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 50000.00000000 |
| 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. | 6520150.20000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.667159557943 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Morgan Stanley Capital Services LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | I7331LVCZKQKX5T7XV54 |
| c. Title of the issue or description of the investment. | ACIA.USMM.USD.LIBOR.1M.T3750 |
| 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 | 7825579 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 30899.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 77247.50000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.007904174960 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley Capital Services LLC |
| LEI (if any) of counterparty. | I7331LVCZKQKX5T7XV54 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | Acacia Communications Inc |
| Title of issue. | Acacia Communications Inc |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 00401C108 |
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US00401C1080 |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
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. | ICE Libor USD 1 Month |
| Payments: Floating rate Spread. | 0.3 |
| 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 |
| ii. Termination or maturity date. | 2020-12-11 |
| iii. Upfront payments or receipts |
| Upfront payments. | 2018013.69 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 30899 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 70115.02 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Morgan Stanley Capital Services LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | I7331LVCZKQKX5T7XV54 |
| c. Title of the issue or description of the investment. | PACB.USMM.USD.LIBOR.1M.T3750 |
| 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 | 7107566 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 174705.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 80364.30000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.008223094440 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley Capital Services LLC |
| LEI (if any) of counterparty. | I7331LVCZKQKX5T7XV54 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | Pacific Biosciences of California Inc |
| Title of issue. | Pacific Biosciences of California Inc |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 69404D108 |
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US69404D1081 |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
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. | ICE Libor USD 1 Month |
| Payments: Floating rate Spread. | 0.3 |
| 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 |
| ii. Termination or maturity date. | 2020-12-11 |
| iii. Upfront payments or receipts |
| Upfront payments. | 817619.4 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 174705 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 77474.49 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Morgan Stanley Capital Services LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | I7331LVCZKQKX5T7XV54 |
| c. Title of the issue or description of the investment. | ALT.FPMM.EUR.EURIBOR.1M.T248 |
| 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 | 7785317 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 20715.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| 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. | 4458.29000000 |
| Exchange rate. | 1.12250000 |
| Percentage value compared to net assets of the Fund. | 0.000456184396 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | FRANCE |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley Capital Services LLC |
| LEI (if any) of counterparty. | I7331LVCZKQKX5T7XV54 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | Altran Technologies SA |
| Title of issue. | Altran Technologies SA |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | FR0000034639 |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
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. | Euribor 1 Month |
| Payments: Floating rate Spread. | 0.5 |
| 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 | Euro Member Countries |
| Payments: Amount | 0 |
| ii. Termination or maturity date. | 2020-12-11 |
| iii. Upfront payments or receipts |
| Upfront payments. | 289352.65 |
| ISO Currency Code. | Euro Member Countries |
| Upfront receipts. | 0 |
| ISO Currency Code. | Euro Member Countries |
| iv. Notional amount. | 20715 |
| ISO Currency Code. | EUR |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 4277.58 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Wingspan Overseas Fund Ltd. - Class D Shares - D1 |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Wingspan Overseas Fund Ltd. - Class D Shares - D1 |
| 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 | 3746617 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 44.02839000 |
| 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. | 29188.97000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.002986695049 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Janchor Partners Pan-Asian 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. | N/A |
| c. Title of the issue or description of the investment. | Janchor Partners Pan-Asian Fund - Class B Shares - |
| 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 | 4823633 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 50000.00000000 |
| 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. | 6859922.50000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.701925986709 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Goldman Sachs & Co. LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | FOR8UP27PHTHYVLBNG30 |
| c. Title of the issue or description of the investment. | TIF.UNMM.USD.LIBOR.1M.T3750 |
| 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 | IGLS_8272702 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 10663.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 3846.38000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000393572096 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Goldman Sachs & Co. LLC |
| LEI (if any) of counterparty. | FOR8UP27PHTHYVLBNG30 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | Tiffany & Co |
| Title of issue. | Tiffany & Co |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 886547108 |
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US8865471085 |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
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. | ICE Libor USD 1 Month |
| Payments: Floating rate Spread. | 0.35 |
| 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 |
| ii. Termination or maturity date. | 2021-01-05 |
| iii. Upfront payments or receipts |
| Upfront payments. | 1421263.57 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 10663 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 7437.52 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Tybourne Equity (Offshore) Fund - Series A Eligibl |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Tybourne Equity (Offshore) Fund - Series A Eligibl |
| 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 | 3865212 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 375.00000000 |
| 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. | 557955.65000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.057091544425 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | King Street Capital Ltd. |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | King Street Capital Ltd. - Class S Series 60 - RI |
| 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 | 3732525 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 1653.96851000 |
| 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. | 253718.59000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.025961178370 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | VIRGIN ISLANDS (BRITISH) |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Senator Global Opportunity Offshore Fund II Ltd - |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 549300GYVGXZH0VBRW20 |
| c. Title of the issue or description of the investment. | Senator Global Opportunity Offshore Fund II Ltd - |
| 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 | 6473706 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 22430.70727000 |
| 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. | 28031168.22000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 2.868225612088 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Schonfeld Strategic Partners Offshore Fund LTD. - |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Schonfeld Strategic Partners Offshore Fund LTD. - |
| 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 | 7227846 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 20000.00000000 |
| 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. | 22313092.72000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 2.283136525817 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.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. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Think Investments Offshore Ltd. - Tranche A Sub Tr |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Think Investments Offshore Ltd. - Tranche A Sub Tr |
| 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 | 5134263 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 91.21377000 |
| 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. | 2180173.83000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.223081334639 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Waterfall Eden Fund Ltd. - Sub-Class A_2 - Series |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 549300DL9XJVF21UAF27 |
| c. Title of the issue or description of the investment. | Waterfall Eden Fund Ltd. - Sub-Class A_2 - Series |
| 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 | 7192449 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 15000.00000000 |
| 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. | 15782866.83000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 1.614945995782 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.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. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Tybourne Equity (Offshore) Fund - Series A Eligibl |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Tybourne Equity (Offshore) Fund - Series A Eligibl |
| 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 | 3594223 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 375.00000000 |
| 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. | 531150.78000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.054348796993 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | King Street Capital, Ltd. - Class S Series 287 - M |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | King Street Capital, Ltd. - Class S Series 287 - M |
| 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 | IGLS_8375973 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 320.63300000 |
| 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. | 34158.30000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.003495170452 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.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. | VIRGIN ISLANDS (BRITISH) |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | PFM Healthcare Offshore Fund Ltd. |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 93JXZV6YTQRNEJSIDC04 |
| c. Title of the issue or description of the investment. | PFM Healthcare Offshore Fund Ltd. - Auris Surgica |
| 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 | 7488758 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 165.80711000 |
| 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. | 307786.99000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.031493604578 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.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. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Morgan Stanley Capital Services LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | I7331LVCZKQKX5T7XV54 |
| c. Title of the issue or description of the investment. | JAGGED PEAK ENERGY INC CFD |
| 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 | 6657728 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 128809.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 137825.63000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.014102694502 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley Capital Services LLC |
| LEI (if any) of counterparty. | I7331LVCZKQKX5T7XV54 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | Jagged Peak Energy Inc |
| Title of issue. | Jagged Peak Energy Inc |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 47009K107 |
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US47009K1079 |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
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. | ICE Libor USD 1 Month |
| Payments: Floating rate Spread. | 0.3 |
| 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 |
| ii. Termination or maturity date. | 2020-12-11 |
| iii. Upfront payments or receipts |
| Upfront payments. | 955762.78 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 128809 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 134447.58 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Morgan Stanley Capital Services LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | I7331LVCZKQKX5T7XV54 |
| c. Title of the issue or description of the investment. | STARS GROUP INC/THE CFD |
| 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 | 6756774 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 89233.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 525582.37000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.053779022089 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CANADA (FEDERAL LEVEL) |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley Capital Services LLC |
| LEI (if any) of counterparty. | I7331LVCZKQKX5T7XV54 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | Stars Group Inc/The |
| Title of issue. | Stars Group Inc/The |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | CA85570W1005 |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
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. | ICE Libor USD 1 Month |
| Payments: Floating rate Spread. | 0.3 |
| 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 |
| ii. Termination or maturity date. | 2020-12-11 |
| iii. Upfront payments or receipts |
| Upfront payments. | 1802506.6 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 89233 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 519211.57 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Waterfall Eden Fund Ltd. - Sub-Class A_2 - Series |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 549300DL9XJVF21UAF27 |
| c. Title of the issue or description of the investment. | Waterfall Eden Fund Ltd. - Sub-Class A_2 - Series |
| 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 | 7152590 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 15000.00000000 |
| 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. | 15759259.96000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 1.612530476435 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.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. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | King Street Capital Ltd. |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | King Street Capital Ltd. - Class S Series 113 RIC |
| 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 | 5718418 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 461.90655000 |
| 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. | 71634.36000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.007329823161 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | VIRGIN ISLANDS (BRITISH) |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Wingspan Overseas Fund Ltd. - Class D Shares - D2 |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Wingspan Overseas Fund Ltd. - Class D Shares - D2 |
| 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 | 3819337 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 29.35223000 |
| 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. | 19013.67000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.001945530591 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Janchor Partners Pan-Asian 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. | 549300CRKU1QTVZGXC11 |
| c. Title of the issue or description of the investment. | Janchor Partners Pan-Asian Fund - Class B Shares - |
| 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 | 6398780 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 16000.00000000 |
| 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. | 1660003.31000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.169856067807 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Think Investments Offshore Ltd. - Tranche A Sub Tr |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Think Investments Offshore Ltd. - Tranche A Sub Tr |
| 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 | 5480316 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 347.43952000 |
| 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. | 773788.31000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.079176131071 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | JPMorgan Chase Bank, National Association |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 7H6GLXDRUGQFU57RNE97 |
| c. Title of the issue or description of the investment. | FIRST DEFIANCE FINL CORP CFD |
| 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 | 8028110 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | -4421.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -15096.58000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | -0.00154472325 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | JPMorgan Chase Bank, National Association |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | First Defiance Financial Corp |
| Title of issue. | First Defiance Financial Corp |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 32006W106 |
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US32006W1062 |
| 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. | ICE Libor USD 12 Months |
| Receipts: Floating rate Spread. | -0.29 |
| Receipt: Floating Rate Reset Dates. | Day |
| Receipt: Floating Rate Reset Dates Unit. | 338 |
| Receipts: Floating Rate Tenor. | Day |
| Receipts: Floating Rate Tenor Unit. | 338 |
| Receipts: Base currency. | United States Dollar |
| Receipts: Amount. | 0 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| ii. Termination or maturity date. | 2020-08-14 |
| iii. Upfront payments or receipts |
| Upfront payments. | 0 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | -124120.71 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | -4421 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -14464.81 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Think Investments Offshore Ltd. - Tranche A Sub Tr |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Think Investments Offshore Ltd. - Tranche A Sub Tr |
| 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 | 5677752 |
| Description of other unique identifier. | Internal Identifier�� |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 57.59308000 |
| 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. | 438204.35000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.044838264682 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Darsana Overseas Fund Ltd |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 549300GV5O2YDK175Q20 |
| c. Title of the issue or description of the investment. | Darsana Overseas Fund Ltd. - Class A Common Shares |
| 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 | 7142216 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 13037.69241000 |
| 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. | 24394085.55000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 2.496069389932 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.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. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Elliott International Limited - B Common Shares - |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Elliott International Limited - B Common Shares - |
| 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 | 8246039 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 4605.41050000 |
| 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. | 70172.64000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.007180255982 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.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. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Morgan Stanley Capital Services LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | I7331LVCZKQKX5T7XV54 |
| c. Title of the issue or description of the investment. | ACHILLION PHARMACEUTICALS CFD |
| 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 | 5331263 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 172866.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -42896.60000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | -0.00438929715 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley Capital Services LLC |
| LEI (if any) of counterparty. | I7331LVCZKQKX5T7XV54 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | Achillion Pharmaceuticals Inc |
| Title of issue. | Achillion Pharmaceuticals Inc |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 00448Q201 |
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US00448Q2012 |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
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. | ICE Libor USD 1 Month |
| Payments: Floating rate Spread. | 0.3 |
| 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 |
| ii. Termination or maturity date. | 2020-12-11 |
| iii. Upfront payments or receipts |
| Upfront payments. | 1085278.58 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 172866 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -45692.5 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | The Tudor BVI Global Fund Ltd. - Sub-Class A ALT I |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 5493000UGJQ4KRNXGG90 |
| c. Title of the issue or description of the investment. | The Tudor BVI Global Fund Ltd. - Sub-Class A ALT I |
| 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 | 7461773 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 10000.00000000 |
| 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. | 10836800.00000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 1.108850942962 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.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. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Tybourne Equity (Offshore) Fund - Series A Eligibl |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Tybourne Equity (Offshore) Fund - Series A Eligibl |
| 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 | 3255295 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 375.00000000 |
| 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. | 613479.36000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.062772881923 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Goldman Sachs & Co. LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | FOR8UP27PHTHYVLBNG30 |
| c. Title of the issue or description of the investment. | WRIGHT MEDICAL GROUP NV CFD |
| 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 | IGLS_5362314 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 61753.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 100922.93000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.010326709554 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed 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. | NETHERLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Goldman Sachs & Co. LLC |
| LEI (if any) of counterparty. | FOR8UP27PHTHYVLBNG30 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | Wright Medical Group NV |
| Title of issue. | Wright Medical Group NV |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | NL0011327523 |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
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. | ICE Libor USD 1 Month |
| Payments: Floating rate Spread. | 0.35 |
| 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 |
| ii. Termination or maturity date. | 2021-01-05 |
| iii. Upfront payments or receipts |
| Upfront payments. | 1781308.51 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 61753 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 95150.75 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Goldman Sachs & Co. LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | FOR8UP27PHTHYVLBNG30 |
| c. Title of the issue or description of the investment. | KEMET CORP CFD |
| 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 | IGLS_991691 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 69210.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 79688.39000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.008153933485 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Goldman Sachs & Co. LLC |
| LEI (if any) of counterparty. | FOR8UP27PHTHYVLBNG30 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | KEMET Corp |
| Title of issue. | KEMET Corp |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 488360207 |
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US4883602074 |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
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. | ICE Libor USD 1 Month |
| Payments: Floating rate Spread. | 0.35 |
| 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 |
| ii. Termination or maturity date. | 2021-01-05 |
| iii. Upfront payments or receipts |
| Upfront payments. | 1792442.11 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 69210 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 74746.9 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Morgan Stanley Capital Services LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | I7331LVCZKQKX5T7XV54 |
| c. Title of the issue or description of the investment. | MSUSABEM 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 | 8096515 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 367197.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 264381.84000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.027052271204 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley Capital Services LLC |
| LEI (if any) of counterparty. | I7331LVCZKQKX5T7XV54 |
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. | MSUSABEM |
| Index identifier, if any. | MSUSABEM |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
For all other indices or custom baskets provide:
| i. Name. | OTC_FORWARD_IDR/USD_2020-01-31_2020-02-04_2019-12-30_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OTC_FWDIDR_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1262971.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1262971.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | OTC_FORWARD_TRY/USD_2020-01-31_2020-02-03_2019-12-30_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OTC_FWDTRY_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 726488.25000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 726488.25000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | OTC_FORWARD_RUB/USD_2020-01-31_2020-02-03_2019-12-30_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OTC_FWDRUB_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1900046.19000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1900046.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | OTC_FORWARD_INR/USD_2020-01-31_2020-02-04_2019-12-30_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OTC_FWDINR_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1445525.34000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1445525.34000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | OTC_FORWARD_THB/USD_2020-01-31_2020-02-04_2019-12-30_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OTC_FWDTHB_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -480599.92000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -480599.92000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | OTC_FORWARD_COP/USD_2020-01-31_2020-02-04_2019-12-27_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OTC_FWDCOP_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 659427.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 659427.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | OTC_FORWARD_PHP/USD_2020-01-31_2020-02-03_2019-12-23_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OTC_FWDPHP_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1635529.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1635529.95000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | OTC_FORWARD_CZK/USD_2020-01-31_2020-02-04_2019-12-30_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OTC_FWDCZK_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 331576.69000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 331576.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | OTC_FORWARD_MXN/USD_2020-01-31_2020-02-05_2019-12-30_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OTC_FWDMXN_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1378464.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1378464.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | OTC_FORWARD_ZAR/USD_2020-01-31_2020-02-04_2019-12-30_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OTC_FWDZAR_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1140027.71000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1140027.71000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | OTC_FORWARD_KRW/USD_2020-01-31_2020-02-04_2019-12-30_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OTC_FWDKRW_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -93139.52000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -93139.52000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | OTC_FORWARD_CLP/USD_2020-01-31_2020-02-04_2019-12-27_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OTC_FWDCLP_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2022990.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2022990.35000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | OTC_FORWARD_BRL/USD_2020-01-31_2020-02-04_2019-12-30_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OTC_FWDBRL_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2693594.89000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2693594.89000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | OTC_FORWARD_CNY/USD_2020-01-31_2020-02-04_2019-12-30_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OTC_FWDCNY_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1698864.83000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 1698864.83000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | OTC_FORWARD_PEN/USD_2020-01-31_2020-02-04_2019-12-30_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OTC_FWDPEN_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2015539.19000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2015539.19000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | OTC_FORWARD_PLN/USD_2020-01-31_2020-02-04_2019-12-30_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OTC_FWDPLN_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 406088.30000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 406088.30000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | OTC_FORWARD_TWD/USD_2020-01-31_2020-02-04_2019-12-30_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OTC_FWDTWD_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 543934.79000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 543934.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | OTC_FORWARD_HUF/USD_2020-01-31_2020-02-04_2019-12-30_ |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | OTC_FWDHUF_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -2611632.11000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -2611632.11000000 |
| ISO Currency Code. | United States Dollar |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| Payments: fixed, floating or other. | Fixed Floating Other |
| Payments: Fixed rate. | 0 |
| Payments: Base currency | United States Dollar |
| Payments: Amount | 0.00000000 |
| ii. Termination or maturity date. | 2020-09-15 |
| iii. Upfront payments or receipts |
| Upfront payments. | 37009785.63 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 367197 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 264381.84 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Morgan Stanley Capital Services LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | I7331LVCZKQKX5T7XV54 |
| c. Title of the issue or description of the investment. | MSUSABEQ 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 | 8096516 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 103820.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 21802.20000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.002230860588 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley Capital Services LLC |
| LEI (if any) of counterparty. | I7331LVCZKQKX5T7XV54 |
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. | MSUSABEQ |
| Index identifier, if any. | MSUSABEQ |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
For all other indices or custom baskets provide:
| i. Name. | IBEX MINI IDX FUT Jan20_IDF0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | IDF0 Index_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 12.56000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 134303.84000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | TOPIX INDX FUTR Mar20_TPH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | TPH0 Index_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 50884.84000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 805823.02000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SPI 200 FUTURES Mar20_XPH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | XPH0 Index_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 15.04000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 69795.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | OMXS30 IND FUTURE Jan20_QCF0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | QCF0 Index_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 929.34000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 175546.75000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | MSCI SING IX ETS Jan20_QZF0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | QZF0 Index_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1048.78000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -289757.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | S&P/TSX 60 IX FUT Mar20_PTH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PTH0 Index_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -1374.85000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -1073373.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | DAX INDEX FUTURE Mar20_GXH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GXH0 Index_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 27.67000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 411371.59000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | FTSE/MIB IDX FUT Mar20_STH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | STH0 Index_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4.19000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 109981.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CAC40 10 EURO FUT Jan20_CFF0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CFF0 Index_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 80.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 540387.88000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SWISS MKT IX FUTR Mar20_SMH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SMH0 Index_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -40.88000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -444154.42000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | FTSE 100 IDX FUT Mar20_Z |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | Z H0 Index_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 38.64000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 383876.32000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | HANG SENG IDX FUT Jan20_HIF0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HIF0 Index_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -141.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -511835.09000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | S&P500 EMINI FUT Mar20_ESH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | ESH0 Index_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -159.07000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -513950.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | AMSTERDAM IDX FUT Jan20_EOF0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | EOF0 Index_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 274.23000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 186121.85000000 |
| 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.
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| Payments: fixed, floating or other. | Fixed Floating Other |
| Payments: Fixed rate. | 0 |
| Payments: Base currency | United States Dollar |
| Payments: Amount | 0.00000000 |
| ii. Termination or maturity date. | 2020-09-15 |
| iii. Upfront payments or receipts |
| Upfront payments. | 10552264.8 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 103820 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 21802.2 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Tybourne Equity (Offshore) Fund - Series A Eligibl |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Tybourne Equity (Offshore) Fund - Series A Eligibl |
| 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 | 3150196 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 281.25000000 |
| 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. | 468428.17000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.047930848406 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | King Street Capital Ltd. - Class S Series 266 - M |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | King Street Capital Ltd. - Class S Series 266 - M |
| 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 | 7993902 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 938.67500000 |
| 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. | 94334.69000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.009652582862 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.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. | VIRGIN ISLANDS (BRITISH) |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Goldman Sachs & Co. |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | FOR8UP27PHTHYVLBNG30 |
| c. Title of the issue or description of the investment. | MSCBVB3U 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 | 7018407 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 5842.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 19083.75000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.001952701367 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Goldman Sachs & Co. |
| LEI (if any) of counterparty. | FOR8UP27PHTHYVLBNG30 |
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. | MSCBVB3U |
| Index identifier, if any. | MSCBVB3U |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
For all other indices or custom baskets provide:
| i. Name. | SOYBEAN MEAL FUTR Mar20_SMH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SMH0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 1072.19000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 326697.03000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SILVER FUTURE Mar20_SIH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SIH0 Comdt_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -11393.65000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -204185.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CATTLE FEEDER FUT Mar20_FCH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | FCH0 Comdt_S |
| iii. Number 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. | 0.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | LIVE CATTLE FUTR Feb20_LCG0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LCG0 Comdt_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -3242.97000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -408371.28000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | WHEAT FUTURE(CBT) Mar20_W |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | W H0 Comdt_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -292.35000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -163348.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | LEAN HOGS FUTURE Feb20_LHG0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LHG0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 5717.48000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 408371.28000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | WTI CRUDE FUTURE Feb20_CLG0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CLG0 Comdt_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -14044.87000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -857579.69000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | LME PRI ALUM FUTR Feb20_LAG20 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LAG20 Comd_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 226.75000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 408371.28000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SUGAR #11 (WORLD) Mar20_SBH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SBH0 Comdt_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -15215.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -204185.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CORN FUTURE Mar20_C |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | C H0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 842.55000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 326697.03000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | BRENT CRUDE FUTR Mar20_COH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | COH0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 4331.21000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 285859.90000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | GOLD 100 OZ FUTR Feb20_GCG0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | GCG0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 268.12000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 408371.28000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | GASOLINE RBOB FUT Feb20_XBG0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | XBG0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 3381.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 571719.79000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | LME COPPER FUTURE Feb20_LPG20 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LPG20 Comd_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -33.10000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -204185.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SOYBEAN FUTURE Mar20_S |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | S H0 Comdt_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -170.96000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -163348.51000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | LME LEAD FUTURE Feb20_LLG0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LLG0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 106.03000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 204185.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SOYBEAN OIL FUTR Mar20_BOH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BOH0 Comdt_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -9395.95000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -326697.03000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NY Harb ULSD Fut Feb20_HOG0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HOG0 Comdt_S |
| iii. Number 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. | 0.00000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | PLATINUM FUTURE Apr20_PLJ0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | PLJ0 Comdt_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -208.82000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -204185.64000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | LME NICKEL FUTURE Feb20_LNG0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | LNG0 Comdt_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -29.17000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -408371.28000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | WHITE SUGAR (ICE) Mar20_QWH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | QWH0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 568.45000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 204185.64000000 |
| 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.
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. | ICE Libor USD 1 Month |
| Payments: Floating rate Spread. | 0.35 |
| 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 |
| ii. Termination or maturity date. | 2021-01-05 |
| iii. Upfront payments or receipts |
| Upfront payments. | 4080823.67 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 5842 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 15323.71 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Two Creeks Capital Offshore Fund Ltd. - Class C S |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Two Creeks Capital Offshore Fund Ltd. - Class C S |
| 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 | 6886563 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 7838.69672000 |
| 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. | 11080658.00000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 1.133803158860 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.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. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | King Street Capital Ltd. |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 549300YQTF12CXCN9E54 |
| c. Title of the issue or description of the investment. | King Street Capital Ltd. - Class S Series 182 - A |
| 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 | 6709804 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 3901.46770000 |
| 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. | 312938.71000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.032020742624 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | VIRGIN ISLANDS (BRITISH) |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Alphadyne International Fund Ltd. - Class 5 A USD |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 3C7474T6CDKPR9K6YT90 |
| c. Title of the issue or description of the investment. | Alphadyne International Fund Ltd. - Class 5 A USD |
| d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
| Identifier. | Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used |
| Other unique identifier (if ticker and ISIN are not available). Indicate the type of identifier used | 7365782 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 62221.40303000 |
| 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. | 79226251.00000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 8.106646162032 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.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. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Goldman Sachs & Co. LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | FOR8UP27PHTHYVLBNG30 |
| c. Title of the issue or description of the investment. | WBC.USMM.USD.LIBOR.1M.T3750 |
| 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 | 7524429 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 16109.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 13692.65000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.001401069306 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Goldman Sachs & Co. LLC |
| LEI (if any) of counterparty. | FOR8UP27PHTHYVLBNG30 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | WABCO Holdings Inc |
| Title of issue. | WABCO Holdings Inc |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 92927K102 |
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US92927K1025 |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
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. | ICE Libor USD 1 Month |
| Payments: Floating rate Spread. | 0.35 |
| 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 |
| ii. Termination or maturity date. | 2021-01-05 |
| iii. Upfront payments or receipts |
| Upfront payments. | 2169076.85 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 16109 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 5987.44 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Luxor Capital Partners Offshore Liquidating SPV L |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | WBJWEN5BU67TYTCAOP66 |
| c. Title of the issue or description of the investment. | Luxor Capital Partners Offshore Liquidating SPV L |
| d. CUSIP (if any). | 000000000 |
At least one of the following other identifiers:
| Identifier. | ISIN |
| ISIN | AU000000CMR8 |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 848.37796000 |
| 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. | 851061.74000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.087082959260 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Goldman Sachs & Co. LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | FOR8UP27PHTHYVLBNG30 |
| c. Title of the issue or description of the investment. | ADSW.USMM.USD.LIBOR.1M.T3750 |
| 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 | 7575695 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 65319.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -7185.09000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | -0.00073519801 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Goldman Sachs & Co. LLC |
| LEI (if any) of counterparty. | FOR8UP27PHTHYVLBNG30 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | Advanced Disposal Services Inc |
| Title of issue. | Advanced Disposal Services Inc |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 00790X101 |
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US00790X1019 |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
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. | ICE Libor USD 1 Month |
| Payments: Floating rate Spread. | 0.35 |
| 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 |
| ii. Termination or maturity date. | 2021-01-05 |
| iii. Upfront payments or receipts |
| Upfront payments. | 2154220.62 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 65319 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -14837.53 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Tybourne Equity (Offshore) Fund - Series A Eligibl |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Tybourne Equity (Offshore) Fund - Series A Eligibl |
| 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 | 3238991 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 375.00000000 |
| 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. | 594741.53000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.060855576033 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | King Street Capital Ltd. |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | Z2HMUK1HK5Z7ORZZH318 |
| c. Title of the issue or description of the investment. | King Street Capital Ltd. - Class S Series 231 - M |
| 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 | 7345386 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 393.95520000 |
| 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. | 39072.48000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.003998002758 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.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. | Unknown |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | King Street Capital Ltd. |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | XVDX16GZFAZQ16VF2W85 |
| c. Title of the issue or description of the investment. | King Street Capital Ltd. - Class S Series 125 - R |
| 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 | 6209907 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 215.43670000 |
| 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. | 22666.55000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.002319303239 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | VIRGIN ISLANDS (BRITISH) |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Goldman Sachs & Co. |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | FOR8UP27PHTHYVLBNG30 |
| c. Title of the issue or description of the investment. | BCCFHI2P 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 | 7017820 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 17660.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -72649.71000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | -0.00743371654 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Goldman Sachs & Co. |
| LEI (if any) of counterparty. | FOR8UP27PHTHYVLBNG30 |
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. | CSLABMFE |
| Index identifier, if any. | CSLABMFE Index |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
| Receipts: fixed, floating or other. | Fixed Floating Other |
| Receipts: Floating rate Index. | ICE Libor USD 1 Month |
| Receipts: Floating rate Spread. | -0.04 |
| 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 Kingdom Pound |
| Receipts: Amount. | 0 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| ii. Termination or maturity date. | 2021-01-05 |
| iii. Upfront payments or receipts |
| Upfront payments. | 3710194.7 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 17660 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -72806.25 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Goldman Sachs & Co. LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | FOR8UP27PHTHYVLBNG30 |
| c. Title of the issue or description of the investment. | NORTHGATE PLC CFD |
| 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 | IGLS_8330930 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | -107661.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| 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. | -3382.51000000 |
| Exchange rate. | 1.32475000 |
| Percentage value compared to net assets of the Fund. | -0.00034610765 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Goldman Sachs & Co. LLC |
| LEI (if any) of counterparty. | FOR8UP27PHTHYVLBNG30 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | Northgate PLC |
| Title of issue. | Northgate PLC |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00B41H7391 |
| 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. | London Interbank Offer Rate 1 Month |
| Receipts: Floating rate Spread. | -0.4 |
| 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 Kingdom Pound |
| Receipts: Amount. | 0 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| ii. Termination or maturity date. | 2021-01-05 |
| iii. Upfront payments or receipts |
| Upfront payments. | 0 |
| ISO Currency Code. | United Kingdom Pound |
| Upfront receipts. | -332272.39 |
| ISO Currency Code. | United Kingdom Pound |
| iv. Notional amount. | -107661 |
| ISO Currency Code. | GBP |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -3336.9 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Morgan Stanley Capital Services LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | I7331LVCZKQKX5T7XV54 |
| c. Title of the issue or description of the investment. | MDCO.USMM.USD.LIBOR.1M.T3750 |
| 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 | IGLS_8272705 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 21187.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 21575.35000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.002207648677 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley Capital Services LLC |
| LEI (if any) of counterparty. | I7331LVCZKQKX5T7XV54 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | Medicines Co/The |
| Title of issue. | Medicines Co/The |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 584688105 |
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US5846881051 |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
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. | ICE Libor USD 1 Month |
| Payments: Floating rate Spread. | 0.3 |
| 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 |
| ii. Termination or maturity date. | 2020-12-11 |
| iii. Upfront payments or receipts |
| Upfront payments. | 1778048.43 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 21187 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 18594.93 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Goldman Sachs & Co. LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | FOR8UP27PHTHYVLBNG30 |
| c. Title of the issue or description of the investment. | CAROLINA FINANCIAL CORP CFD |
| 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 | IGLS_8324962 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 34678.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 6590.38000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000674345662 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Goldman Sachs & Co. LLC |
| LEI (if any) of counterparty. | FOR8UP27PHTHYVLBNG30 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | Carolina Financial Corp |
| Title of issue. | Carolina Financial Corp |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 143873107 |
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US1438731077 |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
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. | ICE Libor USD 1 Month |
| Payments: Floating rate Spread. | 0.35 |
| 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 |
| ii. Termination or maturity date. | 2021-01-05 |
| iii. Upfront payments or receipts |
| Upfront payments. | 1492539.56 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 34678 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 5513.51 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Goldman Sachs & Co. LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | FOR8UP27PHTHYVLBNG30 |
| c. Title of the issue or description of the investment. | REDDE PLC CFD |
| 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 | IGLS_8330939 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 293299.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| 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. | -5988.00000000 |
| Exchange rate. | 1.32475000 |
| Percentage value compared to net assets of the Fund. | -0.00061270849 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Goldman Sachs & Co. LLC |
| LEI (if any) of counterparty. | FOR8UP27PHTHYVLBNG30 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | Redde PLC |
| Title of issue. | Redde PLC |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | GB00BLWF0R63 |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
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. | London Interbank Offer Rate 1 Month |
| Payments: Floating rate Spread. | 0.35 |
| 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 Kingdom Pound |
| Payments: Amount | 0 |
| ii. Termination or maturity date. | 2021-01-05 |
| iii. Upfront payments or receipts |
| Upfront payments. | 315417.04 |
| ISO Currency Code. | United Kingdom Pound |
| Upfront receipts. | 0 |
| ISO Currency Code. | United Kingdom Pound |
| iv. Notional amount. | 293299 |
| ISO Currency Code. | GBP |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -6137.48 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Morgan Stanley Capital Services LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | I7331LVCZKQKX5T7XV54 |
| c. Title of the issue or description of the investment. | AGN.USMM.USD.LIBOR.1M.T3750 |
| 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 | 7785338 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 11166.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 184573.98000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.018886113222 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed 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. | IRELAND |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley Capital Services LLC |
| LEI (if any) of counterparty. | I7331LVCZKQKX5T7XV54 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | Allergan PLC |
| Title of issue. | Allergan PLC |
At least one of the following other identifiers:
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | IE00BY9D5467 |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
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. | ICE Libor USD 1 Month |
| Payments: Floating rate Spread. | 0.3 |
| 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 |
| ii. Termination or maturity date. | 2020-12-11 |
| iii. Upfront payments or receipts |
| Upfront payments. | 1950030.24 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 11166 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 177681.78 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Luxor Capital Partners Offshore Liquidating SPV L |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Luxor Capital Partners Offshore Liquidating SPV L |
| 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 | 5458685 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 43.65065000 |
| 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. | 43397.83000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.004440584371 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Coatue Offshore Fund Ltd. |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Coatue Offshore Fund Ltd. - A - D-1 6 - Series 20 |
| 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 | 3473493 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 144099.04744000 |
| 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. | 35420413.16000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 3.624313315054 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | JPMorgan Chase Bank, N.A. |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 7H6GLXDRUGQFU57RNE97 |
| c. Title of the issue or description of the investment. | JMABRCX4 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 | 7412957 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 2422.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 8538.59000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000873691825 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | JPMorgan Chase Bank, N.A. |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
2. If the reference instrument is an index or custom basket, and if the index’s or custom basket’s components are publicly available on a website and are updated on that website no less frequently than quarterly, identify the index and provide the index identifier, if any. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index. If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents more than 5% of the net asset value of the Fund, provide the (i) name, (ii) identifier, (iii) number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions), and (iv) value of every component in the index or custom basket. The identifier shall include CUSIP of the index’s or custom basket’s components, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available). If other identifier provided, indicate the type of identifier used.
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents greater than 1%, but 5% or less, of the net asset value of the Fund, Funds shall report the required component information described above, but may limit reporting to the (i) 50 largest components in the index and (ii) any other components where the notional value for that components is over 1% of the notional value of the index or custom basket.
An index or custom basket, where the components are publicly available on a website and are updated on that website no less frequently than quarterly.
| Index name. | JMABRCX4 |
| Index identifier, if any. | JMABRCX4 |
If the index’s or custom basket’s components are not publicly available in that manner, and the notional amount of the derivative represents 1% or less of the net asset value of the Fund, provide a narrative description of the index.
For all other indices or custom baskets provide:
| i. Name. | SOYBEAN FUTURE Mar20_S |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | S H0 Comdt_L |
| iii. Number 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. | 0.11000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SUGAR #11 (WORLD) Mar20_SBH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | SBH0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.01000000 |
| 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. | COTTON NO.2 FUTR Mar20_CTH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CTH0 Comdt_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -0.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -0.72000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | SOYBEAN OIL FUTR Mar20_BOH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | BOH0 Comdt_L |
| iii. Number 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. | 0.03000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NATURAL GAS FUTR Feb20_NGG20 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | NGG20 Comd_S |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | -0.08000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | -0.18000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | CORN FUTURE Mar20_C |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | C H0 Comdt_L |
| iii. Number 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. | 0.70000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | NY Harb ULSD Fut Feb20_HOG0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | HOG0 Comdt_S |
| iii. Number 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. | -0.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | WTI CRUDE FUTURE Feb20_CLG0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | CLG0 Comdt_S |
| iii. Number 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. | GASOLINE RBOB FUT Feb20_XBG0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | XBG0 Comdt_S |
| iii. Number 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. | -0.15000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | BRENT CRUDE FUTR Mar20_COH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | COH0 Comdt_L |
| iii. Number of shares or notional amount or contract value as of the trade date (all of which would be reported as negative for short positions). | 0.01000000 |
| ISO Currency Code. | United States Dollar |
| iv. Value. | 0.41000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | KC HRW WHEAT FUT Mar20_KWH0 |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | KWH0 Comdt_L |
| iii. Number 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. | 0.21000000 |
| ISO Currency Code. | United States Dollar |
For all other indices or custom baskets provide:
| i. Name. | WHEAT FUTURE(CBT) Mar20_W |
At least one of the following other identifiers:
| Identifier. | Ticker (if CUSIP and ISIN are not available) |
| Ticker (if CUSIP and ISIN are not available). | W H0 Comdt_L |
| iii. Number 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. | 0.26000000 |
| 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.
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| Payments: fixed, floating or other. | Fixed Floating Other |
| Payments: Fixed rate. | 0.6 |
| Payments: Base currency | United States Dollar |
| Payments: Amount | 0.00000000 |
| ii. Termination or maturity date. | 2020-05-15 |
| iii. Upfront payments or receipts |
| Upfront payments. | 3088054.84 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 2422 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 7624.86 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Janchor Partners Pan-Asian 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. | 549300CRKU1QTVZGXC11 |
| c. Title of the issue or description of the investment. | Janchor Partners Pan-Asian Fund - Class D Shares |
| 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 | 7578781 |
| Description of other unique identifier. | Sedol |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 24641.10970000 |
| 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. | 2514483.31000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.257288792757 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.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. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Nokota LC LLC - Series A NR - LQ - Sub-Series 2 U |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | Nokota LC LLC - Series A NR - LQ - Sub-Series 2 U |
| 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 | 8168306 |
| Description of other unique identifier. | Sedol |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 404.81943000 |
| 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. | 383848.25000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.039276400225 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.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. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | JPMorgan Chase Bank, National Association |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 7H6GLXDRUGQFU57RNE97 |
| c. Title of the issue or description of the investment. | PROLOGIS INC CFD |
| 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 | 3553257 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | -649.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -969.54000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | -0.00009920597 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | JPMorgan Chase Bank, National Association |
| LEI (if any) of counterparty. | 7H6GLXDRUGQFU57RNE97 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | Prologis Inc |
| Title of issue. | Prologis Inc |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 74340W103 |
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US74340W1036 |
| 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. | ICE Libor USD 1 Month |
| Receipts: Floating rate Spread. | -0.28 |
| 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 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| ii. Termination or maturity date. | 2020-08-14 |
| iii. Upfront payments or receipts |
| Upfront payments. | 0 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | -56882.32 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | -649 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -820.67 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Morgan Stanley Capital Services LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | I7331LVCZKQKX5T7XV54 |
| c. Title of the issue or description of the investment. | RA PHARMACEUTICALS INC CFD |
| 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 | 8129865 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 35964.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | 9594.82000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.000981768160 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley Capital Services LLC |
| LEI (if any) of counterparty. | I7331LVCZKQKX5T7XV54 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | Ra Pharmaceuticals Inc |
| Title of issue. | Ra Pharmaceuticals Inc |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 74933V108 |
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US74933V1089 |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
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. | ICE Libor USD 1 Month |
| Payments: Floating rate Spread. | 0.3 |
| 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 |
| ii. Termination or maturity date. | 2020-12-11 |
| iii. Upfront payments or receipts |
| Upfront payments. | 1678195.7 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 35964 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | 4761.84 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | King Street Capital Ltd. |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | Z2HMUK1HK5Z7ORZZH318 |
| c. Title of the issue or description of the investment. | King Street Capital Ltd. - Class S Series 238 - M |
| 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 | 7622384 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 192.73500000 |
| 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. | 19786.21000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.002024578991 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.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. | VIRGIN ISLANDS (BRITISH) |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | King Street Capital Ltd. - Class S Series 275 - M |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | N/A |
| c. Title of the issue or description of the investment. | King Street Capital Ltd. - Class S Series 275 - M |
| 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 | 7993967 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 3535.65400000 |
| 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. | 355630.25000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.036389057476 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.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. | VIRGIN ISLANDS (BRITISH) |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Morgan Stanley Capital Services LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | I7331LVCZKQKX5T7XV54 |
| c. Title of the issue or description of the investment. | Sprint Corp |
| 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 | 4130566 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 197126.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -193183.48000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | -0.01976706075 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Morgan Stanley Capital Services LLC |
| LEI (if any) of counterparty. | I7331LVCZKQKX5T7XV54 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | Sprint Corp |
| Title of issue. | Sprint Corp |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 85207U105 |
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US85207U1051 |
| Custom swap Flag | Yes No |
1. Description and terms of payments to be received from another party.
Receipts: Reference Asset, Instrument or Index.
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. | ICE Libor USD 1 Month |
| Payments: Floating rate Spread. | 0.3 |
| 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 |
| ii. Termination or maturity date. | 2020-12-11 |
| iii. Upfront payments or receipts |
| Upfront payments. | 1220209.94 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | 0 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | 197126 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -197496.2 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Goldman Sachs & Co. LLC |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | FOR8UP27PHTHYVLBNG30 |
| c. Title of the issue or description of the investment. | FHN.UNMM.USD.LIBOR.1M.T3750 |
| 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 | IGLS_8276860 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | -109753.00000000 |
| Units | Other units |
| Description of other units. | Notional Amount |
| Currency. Indicate the currency in which the investment is denominated. | United States Dollar |
| Value. Report values in U.S. dollars. If currency of investment is not denominated in U.S. dollars, provide the exchange rate used to calculate value. | -6152.41000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | -0.00062953137 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Derivative-equity |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | UNITED STATES OF AMERICA |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
| a. Type of derivative instrument that most closely represents the investment, selected from among the following (forward, future, option, swaption, swap (including but not limited to total return swaps, credit default swaps, and interest rate swaps), warrant, other). | Swap |
b. Counterparty.
i. Provide the name and LEI (if any) of counterparty (including a central counterparty).
| Counterparty Record: 1 |
| Name of counterparty. | Goldman Sachs & Co. LLC |
| LEI (if any) of counterparty. | FOR8UP27PHTHYVLBNG30 |
3. If the reference instrument is neither a derivative or an index, the description of the reference instrument shall include the name of issuer and title of issue, as well as CUSIP of the reference instrument, ISIN (if CUSIP is not available), ticker if (CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
| Name of issuer. | First Horizon National Corp |
| Title of issue. | First Horizon National Corp |
At least one of the following other identifiers:
| Identifier. | CUSIP |
| CUSIP. | 320517105 |
| Identifier. | ISIN (if CUSIP is not available) |
| ISIN (if CUSIP is not available). | US3205171057 |
| 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. | ICE Libor USD 1 Month |
| Receipts: Floating rate Spread. | -0.3 |
| 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 |
2. Description and terms of payments to be paid to another party.
Payments: Reference Asset, Instrument or Index
| ii. Termination or maturity date. | 2021-01-05 |
| iii. Upfront payments or receipts |
| Upfront payments. | 0 |
| ISO Currency Code. | United States Dollar |
| Upfront receipts. | -1811357.27 |
| ISO Currency Code. | United States Dollar |
| iv. Notional amount. | -109753 |
| ISO Currency Code. | USD |
| v. Unrealized appreciation or depreciation. Depreciation shall be reported as a negative number. | -5206.65 |
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | PFM Healthcare Offshore Fund Ltd. |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 93JXZV6YTQRNEJSIDC04 |
| c. Title of the issue or description of the investment. | PFM Healthcare Offshore Fund Ltd. - D-Outset Medi |
| 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 | 7024422 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 381.20133000 |
| 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. | 366664.20000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.037518081345 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.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. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | PFM Healthcare Offshore Fund Ltd. |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 93JXZV6YTQRNEJSIDC04 |
| c. Title of the issue or description of the investment. | PFM Healthcare Offshore Fund Ltd. - D-Butterfly - |
| 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 | 7024416 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 387.83196000 |
| 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. | 387831.96000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.039684024302 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.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. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | PFM Healthcare Offshore Fund Ltd. |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 93JXZV6YTQRNEJSIDC04 |
| c. Title of the issue or description of the investment. | PFM Healthcare Offshore Fund Ltd. - D-Cytrellis B |
| 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 | 6579949 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 224.81908000 |
| 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. | 224414.89000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 0.022962743835 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
NPORT-P: Part C: Schedule of Portfolio Investments
|
| For each investment held by the Fund and its consolidated subsidiaries, disclose the information requested in Part C. A Fund may report information for securities in an aggregate amount not exceeding five percent of its total assets as miscellaneous securities in Part D in lieu of reporting those securities in Part C, provided that the securities so listed are not restricted, have been held for not more than one year prior to the end of the reporting period covered by this report, and have not been previously reported by name to the shareholders of the Fund or to any exchange, or set forth in any registration statement, application, or report to shareholders or otherwise made available to the public. |
Item C.1. Identification of investment.
| a. Name of issuer (if any). | Brevan Howard AS Macro Fund Limited |
| b. LEI (if any) of issuer. In the case of a holding in a fund that is a series of a series trust, report the LEI of the series. | 549300I0P6WNIPKF3S76 |
| c. Title of the issue or description of the investment. | Brevan Howard AS Macro Fund Limited - NEW - Class |
| 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 | 6775664 |
| Description of other unique identifier. | Internal Identifier |
Item C.2. Amount of each investment.
Balance. Indicate whether amount is expressed in number of shares, principal amount, or other units. For derivatives contracts, as applicable, provide the number of contracts.
| Balance | 280000.00000000 |
| 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. | 29391600.00000000 |
| Exchange rate. | |
| Percentage value compared to net assets of the Fund. | 3.007428703599 |
Item C.3. Indicate payoff profile among the following categories (long, short, N/A). For derivatives, respond N/A to this Item and respond to the relevant payoff profile question in Item C.11.
| Payoff profile. | Long Short N/A |
Item C.4. Asset and issuer type. Select the category that most closely identifies the instrument among each of the following:
| Asset type (short-term investment vehicle (e.g., money market fund, liquidity pool, or other cash management vehicle), repurchase agreement, equity-common, equity-preferred, debt, derivative-commodity, derivative-credit, derivative-equity, derivative-foreign exchange, derivative-interest rate, derivatives-other, structured note, loan, ABS-mortgage backed security, ABS-asset backed commercial paper, ABS-collateralized bond/debt obligation, ABS-other, commodity, real estate, other). If “other,” provide a brief description. | Equity-common |
| Issuer type (corporate, U.S. Treasury, U.S. government agency, U.S. government sponsored entity, municipal, non-U.S. sovereign, private fund, registered fund, other). If “other,” provide a brief description. | |
Item C.5. Country of investment or issuer.
| Report the ISO country code that corresponds to the country where the issuer is organized. | CAYMAN ISLANDS |
| If different from the country where the issuer is organized, also report the ISO country code that corresponds to the country of investment or issuer based on the concentrations of the risk and economic exposure of the investments. | |
Item C.6. Is the investment a Restricted Security?
| Is the investment a Restricted Security? | Yes No |
Item C.7.
a. Liquidity classification information. For portfolio investments of open-end management investment companies, provide the liquidity classification(s) for each portfolio investment among the following categories as specified in rule 22e-4 [17 CFR 270.22e-4]. For portfolio investments with multiple liquidity classifications, indicate the percentage amount attributable to each classification.
| i. Highly Liquid Investments |
| ii. Moderately Liquid Investments |
| iii. Less Liquid Investments |
| iv. Illiquid Investments |
b. If attributing multiple classification categories to the holding, indicate which of the three circumstances listed in the Instructions to Item C.7 is applicable.
Instructions to Item C.7 Funds may choose to indicate the percentage amount of a holding attributable to multiple classification categories only in the following circumstances: (1) if portions of the position have differing liquidity features that justify treating the portions separately; (2) if a fund has multiple sub-advisers with differing liquidity views; or (3) if the fund chooses to classify the position through evaluation of how long it would take to liquidate the entire position (rather than basing it on the sizes it would reasonably anticipated trading). In (1) and (2), a fund would classify using the reasonably anticipated trade size for each portion of the position.
Item C.8. Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement). [1/2/3] Report “N/A” if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient).
| Indicate the level within the fair value hierarchy in which the fair value measurements fall pursuant to U.S. Generally Accepted Accounting Principles 7(ASC 820, Fair Value Measurement). [1/2/3] Report "N/A" if the investment does not have a level associated with it (i.e., net asset value used as the practical expedient). | 1 2 3 N/A |
Item C.9. For debt securities
For debt securities, also provide:
b. Coupon.
f. For convertible securities, also provide:
| i. Mandatory convertible? [Y/N] | Yes No |
| ii. Contingent convertible? [Y/N] | Yes No |
iii. Description of the reference instrument, including the name of issuer, title of issue, and currency in which denominated, as well as CUSIP of reference instrument, ISIN (if CUSIP is not available), ticker (if CUSIP and ISIN are not available), or other identifier (if CUSIP, ISIN, and ticker are not available).
If other identifier provided, indicate the type of identifier used.
| v. Delta (if applicable). | |
Item C.10. For repurchase and reverse repurchase agreements, also provide:
| a. Select the category that reflects the transaction (repurchase, reverse repurchase). Select "repurchase agreement" if the Fund is the cash lender and receives collateral. Select "reverse repurchase agreement" if the Fund is the cash borrower and posts collateral. | Repurchase Reverse repurchase |
b. Counterparty.
| i. Cleared by central counterparty? [Y/N] If Y, provide the name of the central counterparty. | Yes No |
ii. If N, provide the name and LEI (if any) of counterparty.
| c. Tri-party? | Yes No |
| d. Repurchase rate. | |
| e. Maturity date. | |
f. Provide the following information concerning the securities subject to the repurchase agreement (i.e., collateral). If multiple securities of an issuer are subject to the repurchase agreement, those securities may be aggregated in responding to Items C.10.f.i-iii.
Item C.11. For derivatives, also provide:
Item C.12. Securities lending.
| a. Does any amount of this investment represent reinvestment of cash collateral received for loaned securities? | Yes No |
| b. Does any portion of this investment represent that is treated as a Fund asset and received for loaned securities? | Yes No |
| c. Is any portion of this investment on loan by the Fund? | Yes No |
